+2,494.7%
QBTS vs MAGS
+188.2%
+2,306.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | +0.8% |
| 7D | -2.4% | +0.5% | -2.9% | -3.3% |
| 30D | -22.5% | +1.5% | -24.0% | -24.3% |
| 3M | -40.0% | +0.5% | -40.5% | -39.8% |
| 6M | -12.3% | +11.6% | -23.9% | -23.9% |
| YTD | -36.6% | +5.3% | -41.9% | -39.7% |
| 1Y | +8.4% | +14.9% | -6.4% | -8.3% |
| 3Y | +1,380.4% | +128.9% | +1,251.5% | +257.1% |
| All | +2,494.7% | +188.2% | +2,306.5% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling