+160.4%
MS vs QBTS
+1,081.4%
-921.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.0% | -18.6% | -1.5% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | -3.8% | -29.8% | +26.1% | -2.1% |
| 3M | -14.6% | -45.0% | +30.4% | -12.1% |
| 6M | -5.1% | -55.2% | +50.1% | -2.1% |
| YTD | +4.5% | -59.2% | +63.7% | +7.4% |
| 1Y | +13.5% | -62.4% | +75.9% | +16.6% |
| 3Y | +160.4% | +1,264.0% | -1,103.6% | +114.8% |
| All | +160.4% | +1,081.4% | -921.0% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling