+1,439.9%
QBTS vs MAGS
+185.8%
+1,254.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.5% |
| 7D | +8.7% | +3.0% | +5.7% | +4.2% |
| 30D | -26.5% | -7.3% | -19.1% | -15.6% |
| 3M | -52.6% | +1.7% | -54.3% | -53.1% |
| 6M | -56.0% | -0.4% | -55.6% | -54.4% |
| YTD | -62.4% | +4.4% | -66.8% | -63.2% |
| 1Y | -62.7% | +5.1% | -67.8% | -63.5% |
| 3Y | +1,266.7% | +122.6% | +1,144.0% | +249.1% |
| All | +1,439.9% | +185.8% | +1,254.1% | +204.1% |
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