+122.9%
MS vs QBTS
-2.5%
+125.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | +5.1% | -10.5% | +15.6% | +5.5% |
| 30D | +5.7% | -20.5% | +26.2% | +6.5% |
| 3M | -12.2% | -54.3% | +42.1% | -9.7% |
| 6M | -0.5% | -55.4% | +54.9% | +1.8% |
| YTD | +9.8% | -63.4% | +73.3% | +12.5% |
| 1Y | +17.7% | -59.1% | +76.9% | +20.0% |
| 3Y | +176.8% | +1,216.8% | -1,040.0% | +150.2% |
| All | +122.9% | -2.5% | +125.5% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling