+365.4%
STX vs MO
+10.1%
+355.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +5.7% |
| 7D | +2.4% | +0.3% | +2.0% | +2.7% |
| 30D | +1.4% | +0.6% | +0.7% | +2.7% |
| 3M | -8.2% | -1.0% | -7.2% | -7.4% |
| 6M | +127.0% | +4.3% | +122.7% | +134.6% |
| YTD | +209.1% | +23.3% | +185.9% | +258.4% |
| 1Y | +365.4% | +10.5% | +355.0% | +401.8% |
| All | +365.4% | +10.1% | +355.4% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling