-88.4%
MSTU vs SEDG
+64.1%
-152.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.4% | -11.2% | -8.2% |
| 7D | -22.0% | +8.7% | -30.7% | -24.3% |
| 30D | +60.3% | +10.3% | +50.0% | +54.4% |
| 3M | -3.7% | -32.6% | +28.9% | +5.4% |
| 6M | -45.2% | -3.6% | -41.6% | -48.8% |
| YTD | -64.3% | +27.4% | -91.7% | -69.3% |
| 1Y | -94.0% | +24.9% | -118.9% | -94.8% |
| All | -88.4% | +64.1% | -152.5% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling