+1,972.8%
STX vs MO
+154.9%
+1,818.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +14.6% | +3.3% | +11.3% | +13.9% |
| 30D | -26.0% | +7.5% | -33.5% | -27.1% |
| 3M | -42.6% | +22.8% | -65.4% | -45.3% |
| 6M | -35.3% | +13.4% | -48.6% | -38.1% |
| YTD | +92.5% | +43.0% | +49.5% | +70.2% |
| 1Y | +102.4% | +45.2% | +57.2% | +77.9% |
| 3Y | +673.8% | +145.5% | +528.3% | +438.0% |
| 5Y | +463.1% | +157.1% | +306.0% | +279.8% |
| All | +1,972.8% | +154.9% | +1,818.0% | +1,136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling