+40.4%
MSTR vs QBTS
-2.5%
+43.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.1% |
| 7D | -13.4% | -10.5% | -2.9% | -12.2% |
| 30D | -22.1% | -20.5% | -1.5% | -19.8% |
| 3M | +15.0% | -54.3% | +69.2% | +26.7% |
| 6M | -37.3% | -55.4% | +18.1% | -31.5% |
| YTD | -26.5% | -63.4% | +36.9% | -18.3% |
| 1Y | -46.5% | -59.1% | +12.7% | -41.4% |
| 3Y | +121.1% | +1,216.8% | -1,095.7% | +62.3% |
| All | +40.4% | -2.5% | +43.0% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling