+399.4%
MSTR vs QBTS
+61.8%
+337.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +12.2% | -2.4% | +14.6% | +12.6% |
| 30D | +45.2% | -22.5% | +67.7% | +49.8% |
| 3M | +10.4% | -40.0% | +50.4% | +17.2% |
| 6M | -2.5% | -12.3% | +9.8% | -2.3% |
| YTD | -6.0% | -36.6% | +30.6% | -2.3% |
| 1Y | -56.4% | +8.4% | -64.8% | -57.6% |
| 3Y | +306.3% | +1,380.4% | -1,074.1% | +176.5% |
| 5Y | +100.5% | +69.7% | +30.8% | +46.3% |
| All | +399.4% | +61.8% | +337.7% | +383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling