+126.6%
MSTR vs QBTS
+1,161.5%
-1,034.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.6% | +1.1% | -5.0% |
| 7D | -11.5% | +8.7% | -20.2% | -13.3% |
| 30D | -24.8% | -26.5% | +1.6% | -20.4% |
| 3M | +20.6% | -52.6% | +73.2% | +38.4% |
| 6M | -38.0% | -56.0% | +18.0% | -29.2% |
| YTD | -24.7% | -62.4% | +37.7% | -12.5% |
| 1Y | -49.1% | -62.7% | +13.7% | -41.3% |
| All | +126.6% | +1,161.5% | -1,034.9% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling