+5.2%
QBTS vs MAS
+68.1%
-62.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.9% | +19.9% | +18.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.6% |
| 30D | -29.8% | +19.4% | -49.2% | -34.7% |
| 3M | -45.0% | +9.4% | -54.4% | -47.1% |
| 6M | -55.2% | +15.3% | -70.5% | -57.8% |
| YTD | -59.2% | +31.3% | -90.5% | -63.8% |
| 1Y | -62.4% | +34.9% | -97.2% | -67.2% |
| 3Y | +1,264.0% | +58.6% | +1,205.4% | +1,026.4% |
| 5Y | +8.8% | +40.7% | -31.9% | -8.6% |
| All | +5.2% | +68.1% | -62.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling