+1.7%
QBTS vs MAGS
+15.0%
-13.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -1.2% |
| 7D | +1.3% | +0.6% | +0.7% | 0.0% |
| 30D | -19.0% | +3.2% | -22.2% | -24.0% |
| 3M | -29.5% | +7.7% | -37.1% | -39.4% |
| 6M | -11.2% | +12.5% | -23.6% | -27.7% |
| YTD | -35.8% | +6.0% | -41.7% | -41.4% |
| 1Y | +1.7% | +14.4% | -12.7% | -8.9% |
| All | +1.7% | +15.0% | -13.3% | -8.9% |
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