+9,929.9%
STX vs MO
+3,334.8%
+6,595.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +14.6% | +3.3% | +11.3% | +13.4% |
| 30D | -26.0% | +7.5% | -33.5% | -27.9% |
| 3M | -42.6% | +22.8% | -65.4% | -46.8% |
| 6M | -35.3% | +13.4% | -48.6% | -39.4% |
| YTD | +92.5% | +43.0% | +49.5% | +63.8% |
| 1Y | +102.4% | +45.2% | +57.2% | +71.1% |
| 3Y | +673.8% | +145.5% | +528.3% | +411.7% |
| 5Y | +463.1% | +157.1% | +306.0% | +261.1% |
| 10Y | +2,014.6% | +153.3% | +1,861.2% | +1,199.2% |
| All | +9,929.9% | +3,334.8% | +6,595.0% | +2,377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling