+1,077.4%
STX vs MO
+96.7%
+980.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.1% |
| 7D | +9.6% | -2.4% | +12.0% | +9.4% |
| 30D | +10.6% | +3.6% | +7.0% | +10.9% |
| 3M | +4.8% | -3.7% | +8.5% | +4.3% |
| 6M | +137.3% | +4.5% | +132.7% | +133.8% |
| YTD | +222.5% | +21.5% | +201.0% | +212.1% |
| 1Y | +366.2% | +9.5% | +356.7% | +357.7% |
| 3Y | +1,352.9% | +93.6% | +1,259.3% | +1,105.0% |
| 5Y | +1,077.4% | +97.5% | +979.9% | +871.8% |
| All | +1,077.4% | +96.7% | +980.8% | +871.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling