+1,376.8%
STX vs MO
+93.0%
+1,283.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.2% |
| 7D | +9.6% | -2.4% | +12.0% | +8.5% |
| 30D | +10.6% | +3.6% | +7.0% | +12.6% |
| 3M | +4.8% | -3.7% | +8.5% | +4.3% |
| 6M | +137.3% | +4.5% | +132.7% | +140.2% |
| YTD | +222.5% | +21.5% | +201.0% | +237.2% |
| 1Y | +366.2% | +9.5% | +356.7% | +381.5% |
| All | +1,376.8% | +93.0% | +1,283.9% | +1,478.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling