+16,011.1%
STX vs MO
+2,861.2%
+13,149.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +2.4% | +0.3% | +2.0% | +2.2% |
| 30D | +1.4% | +0.6% | +0.7% | +0.8% |
| 3M | -8.2% | -1.0% | -7.2% | -9.7% |
| 6M | +127.0% | +4.3% | +122.7% | +118.1% |
| YTD | +209.1% | +23.3% | +185.9% | +177.4% |
| 1Y | +365.4% | +10.5% | +355.0% | +332.9% |
| 3Y | +1,135.4% | +96.3% | +1,039.1% | +787.8% |
| 5Y | +991.5% | +98.9% | +892.6% | +670.6% |
| 10Y | +3,695.8% | +103.6% | +3,592.2% | +2,428.4% |
| All | +16,011.1% | +2,861.2% | +13,149.8% | +4,096.8% |
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 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