+258.4%
MS vs QBTS
-4.0%
+262.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.9% | -0.5% |
| 7D | +3.7% | +8.7% | -5.0% | +3.3% |
| 30D | +2.0% | -26.5% | +28.4% | +3.0% |
| 3M | -12.6% | -52.6% | +40.0% | -10.2% |
| 6M | -0.3% | -56.0% | +55.7% | +2.1% |
| YTD | +9.0% | -62.4% | +71.3% | +11.5% |
| 1Y | +13.9% | -62.7% | +76.6% | +16.3% |
| 3Y | +173.6% | +1,266.7% | -1,093.0% | +146.8% |
| 5Y | +122.0% | +0.2% | +121.8% | +92.5% |
| All | +258.4% | -4.0% | +262.4% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 10y: compounded portfolio wealth divided by compounded QBTS 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…
10y analysis · Full analysis span regression · 6 months rolling