-42.3%
MSTR vs QBTS
-66.5%
+24.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -1.8% | -11.8% | +10.0% | +3.2% |
| 30D | -13.3% | -33.6% | +20.3% | +1.8% |
| 3M | +46.0% | -52.5% | +98.4% | +92.7% |
| 6M | -22.4% | -50.4% | +27.9% | -4.4% |
| YTD | -6.2% | -60.3% | +54.1% | +20.2% |
| 1Y | -42.3% | -65.1% | +22.8% | -24.0% |
| All | -42.3% | -66.5% | +24.2% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling