+670.6%
MTSI vs SEDG
+70.6%
+600.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | +1.4% | +8.9% | -7.5% | -0.4% |
| 30D | +2.1% | +0.9% | +1.2% | +1.3% |
| 3M | -29.7% | -53.2% | +23.5% | -19.5% |
| 6M | +12.5% | -9.9% | +22.4% | +9.9% |
| YTD | +57.0% | +18.5% | +38.5% | +43.4% |
| 1Y | +103.9% | +0.1% | +103.8% | +88.8% |
| 3Y | +223.6% | -78.9% | +302.5% | +261.2% |
| 5Y | +321.6% | -88.0% | +409.6% | +406.5% |
| 10Y | +517.7% | +97.5% | +420.2% | +278.8% |
| All | +670.6% | +70.6% | +600.1% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling