+339.2%
MSTR vs QBTS
+11.9%
+327.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.4% | -10.0% | -3.6% |
| 7D | -4.0% | +13.7% | -17.6% | -5.8% |
| 30D | -18.6% | -21.3% | +2.6% | -16.2% |
| 3M | +25.6% | -44.7% | +70.3% | +35.2% |
| 6M | -33.1% | -49.2% | +16.1% | -28.0% |
| YTD | -17.3% | -56.1% | +38.8% | -10.1% |
| 1Y | -48.1% | -61.1% | +13.0% | -43.2% |
| 3Y | +154.2% | +1,511.0% | -1,356.8% | +78.3% |
| 5Y | +46.2% | +16.6% | +29.6% | +13.0% |
| All | +339.2% | +11.9% | +327.3% | +344.9% |
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