+3,476.8%
STX vs MO
+114.1%
+3,362.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | +8.0% | -1.0% | +9.0% | +8.2% |
| 30D | +5.1% | +5.8% | -0.7% | +3.6% |
| 3M | +5.8% | -4.5% | +10.3% | +5.6% |
| 6M | +124.9% | +5.7% | +119.2% | +116.8% |
| YTD | +213.9% | +23.1% | +190.8% | +187.5% |
| 1Y | +350.4% | +10.9% | +339.5% | +324.6% |
| 3Y | +1,314.2% | +96.1% | +1,218.1% | +953.8% |
| 5Y | +1,092.8% | +100.1% | +992.7% | +771.5% |
| All | +3,476.8% | +114.1% | +3,362.7% | +2,386.7% |
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