+8.4%
QBTS vs MAGS
+15.9%
-7.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | +1.3% |
| 7D | -2.4% | +0.5% | -2.9% | -3.5% |
| 30D | -22.5% | +1.5% | -24.0% | -24.8% |
| 3M | -40.0% | +0.5% | -40.5% | -39.6% |
| 6M | -12.3% | +11.6% | -23.9% | -27.6% |
| YTD | -36.6% | +5.3% | -41.9% | -41.4% |
| 1Y | +8.4% | +14.9% | -6.4% | -5.0% |
| All | +8.4% | +15.9% | -7.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling