ST. LOUIS — The Blues player formerly known as Alex Steen put out the word last season that he preferred to go by "Alexander" moving forward.

After Saturday's performance, one might add "The Great."

The attention-deflecting Steen certainly wouldn't approve of that distinction, but after a four-point night in the Blues' 5-3 victory over the New York Rangers, it's becoming more fitting. He had a hand in four of the team's five goals with one goal and three assists.

"Well, I think that nickname is already taken, so we'll find something else for him," Blues forward T.J. Oshie said. "But he's a great player."

The Blues, who got two goals from captain David Backes, are 4-0 for the first time in franchise history and will have a chance to sweep their season-opening five-game homestand when they face San Jose on Tuesday night at Scottrade Center.

The Blues, who averaged 2.58 goals per game in 2012-13, have netted at least three goals in each of their first four games this season. They have four or more in three of them.

The club needed each one of them Saturday, as New York pulled to within 4-3 when Rangers captain Ryan Callahan scored the second of his goals with 17 minutes, 7 seconds remaining in regulation.

But Vladimir Tarasenko added a power-play goal to regain the two-goal advantage with 9:18 to play and the Blues finished with some shut-down defense and goaltending.

After the game, Blues coach Ken Hitchcock said that "4-0 is great, but this was not our game today. I'm not complaining. The way we gathered it in was great (but) we need to include more players. We're a team when we keep it 5 on 5 and 5 on 4, we're really good. So we've got to find a way to include more guys, and the way to include more guys is to keep it more 5 on 5.

"You saw what we did the last 12 minutes - that's who we are. That's the way we play defense. And when we play like that, we're awesome. I really like the way we gathered it in."

The Blues have scored 19 goals this season, with 12 coming 5 on 5. They have allowed seven this season, with three happening 5 on 5.

Jaroslav Halak finished with 26 saves to pick up his fourth victory of the season, after having only six wins last season.

The Blues provided Halak with the team's best start in their four games this season, outshooting New York 9-1 to start the game.

The shot that counted belonged to Steen, handing the Blues a 1-0 lead just 5:38 into the game. Linemate Oshie fired a shot on net and after a stop by Rangers' starter Martin Biron, Steen hammered home the rebound for his fourth goal of the season. He now has a goal in each game.

But Steen wasn't done.

The Rangers tied the game after going on a 5-on-3 power play when Oshie (boarding) and Barret Jackman (charging) were placed in the box. Callahan's first goal of the game, which came with one second left in Oshie's penalty, knotted the score 1-1 with only five seconds left in the period.

The Blues, who had a power-play goal in each of their first three games this season, looked like they would have another opportunity on the special-teams when New York's Derek Dorsett was going off for holding. But when the Blues went to replace Halak with another attacker, they were whistled for having too many men on the ice.

"(The officials) were trying to explain it to us, but it didn't make sense," Hitchcock said. "So I'll leave it at that, but that was a real big turning point. The goalie was on the bench sitting down when the call was made."

It proved costly for the moment but 28 seconds later, Backes gave the Blues a 2-1 lead with the first of his two goals. Steen got on an assist on the goal that went through the legs of Biron with 14:49 left in the second period.

The Blues eventually did score a power-play goal, after New York's Justin Falk was penalized for interference. Derek Roy netted his second as a Blue with a wicked wrist shot from the high slot for a 3-1 lead with 7:16 left to play in the second. Again, Steen assisted.

But the Rangers marched back, taking advantage of a turnover by Roy in the defensive zone. Derek Brassard put a shot on Halak and Brad Richards knocked in the rebound for a 3-2 game with 3:04 to play in the period.

Then, 11/2 minutes later, the Blues' top line struck again, when Backes redirected a shot by Oshie for his second goal of the game. Steen had his third assist of the game, giving him a hand in each of the team's first four goals.

"When you have a competitive level like Alexander does and you have hockey sense like he does, that's elite," Hitchcock said. "He's an elite player ... a heck of a hockey player."

The Blues led 4-2 after two periods, chasing Biron from the game at the intermission. Three of the four Blues' opponents have replaced their starting goaltender.

Callahan netted his second of the game for New York, a third-period power-play goal, cutting the Blues' lead to 4-3 with 17:07 to play in regulation. But the Blues, who have never trailed in a game this season, got the goal from Tarasenko and held on.

"We're getting bounces right now, (but) it's a long year," said Steen, who now ranks second in the league with eight points. "It's been four games."