+377.5%
MSTR vs QBTS
+72.4%
+305.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.6% | -11.0% | -5.2% |
| 7D | +9.3% | +6.8% | +2.5% | +8.4% |
| 30D | +36.5% | -14.9% | +51.4% | +39.2% |
| 3M | +7.3% | -31.6% | +38.9% | +12.0% |
| 6M | +2.2% | -4.9% | +7.2% | +1.3% |
| YTD | -10.2% | -32.4% | +22.3% | -7.4% |
| 1Y | -58.6% | +14.6% | -73.2% | -60.1% |
| 3Y | +283.2% | +1,839.6% | -1,556.4% | +156.0% |
| 5Y | +113.8% | +81.2% | +32.5% | +54.0% |
| All | +377.5% | +72.4% | +305.1% | +358.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling