+174.8%
MS vs QBTS
+1,160.4%
-985.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.4% | -4.3% | +2.7% |
| 7D | +0.7% | +13.7% | -12.9% | 0.0% |
| 30D | -0.9% | -21.3% | +20.3% | +0.1% |
| 3M | -13.0% | -44.7% | +31.8% | -10.6% |
| 6M | -2.0% | -49.2% | +47.2% | +0.4% |
| YTD | +7.8% | -56.1% | +63.9% | +10.3% |
| 1Y | +17.9% | -61.1% | +79.0% | +20.7% |
| 3Y | +174.8% | +1,511.0% | -1,336.2% | +127.2% |
| All | +174.8% | +1,160.4% | -985.7% | +127.2% |
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