+2,579.2%
QBTS vs MAGS
+187.7%
+2,391.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.7% |
| 7D | +3.8% | +0.8% | +3.0% | +2.4% |
| 30D | -15.2% | +0.4% | -15.6% | -15.9% |
| 3M | -27.2% | +5.6% | -32.8% | -33.1% |
| 6M | -10.1% | +12.3% | -22.4% | -22.7% |
| YTD | -34.5% | +5.1% | -39.6% | -37.6% |
| 1Y | +6.0% | +14.0% | -8.0% | -9.4% |
| 3Y | +1,779.3% | +129.4% | +1,649.9% | +348.4% |
| All | +2,579.2% | +187.7% | +2,391.5% | +415.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling