+255.3%
MS vs QBTS
+2.2%
+253.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.9% | +0.6% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -0.7% | -28.1% | +27.4% | +0.4% |
| 3M | -12.4% | -48.1% | +35.7% | -10.4% |
| 6M | -1.7% | -53.6% | +51.8% | +0.4% |
| YTD | +8.0% | -59.9% | +68.0% | +10.3% |
| 1Y | +16.2% | -64.3% | +80.5% | +18.7% |
| 3Y | +171.3% | +1,355.6% | -1,184.3% | +144.1% |
| 5Y | +124.8% | +6.6% | +118.2% | +94.4% |
| All | +255.3% | +2.2% | +253.1% | +225.4% |
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