+350.9%
MSTR vs QBTS
+4.2%
+346.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.0% | -18.3% | -2.7% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -15.9% | -29.8% | +13.9% | -12.1% |
| 3M | +33.1% | -45.0% | +78.1% | +43.5% |
| 6M | -31.0% | -55.2% | +24.2% | -24.6% |
| YTD | -15.1% | -59.2% | +44.0% | -6.8% |
| 1Y | -45.6% | -62.4% | +16.7% | -40.1% |
| 3Y | +180.5% | +1,264.0% | -1,083.5% | +99.4% |
| 5Y | +61.7% | +8.8% | +52.9% | +25.8% |
| All | +350.9% | +4.2% | +346.7% | +361.3% |
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