+310.0%
MS vs QBTS
+61.8%
+248.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.5% |
| 30D | -0.3% | -22.5% | +22.2% | +0.6% |
| 3M | +0.3% | -40.0% | +40.3% | +1.8% |
| 6M | +31.3% | -12.3% | +43.7% | +30.9% |
| YTD | +24.7% | -36.6% | +61.3% | +25.3% |
| 1Y | +47.9% | +8.4% | +39.5% | +45.7% |
| 3Y | +178.3% | +1,380.4% | -1,202.0% | +147.8% |
| 5Y | +144.9% | +69.7% | +75.2% | +108.4% |
| All | +310.0% | +61.8% | +248.2% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling