-10.8%
QBTS vs MAS
+71.4%
-82.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.4% | -9.4% | -11.5% |
| 7D | -21.7% | +4.6% | -26.3% | -23.0% |
| 30D | -42.7% | +19.9% | -62.6% | -46.7% |
| 3M | -57.7% | +8.9% | -66.6% | -59.2% |
| 6M | -58.0% | +20.2% | -78.1% | -61.0% |
| YTD | -65.4% | +33.9% | -99.3% | -69.5% |
| 1Y | -70.8% | +34.7% | -105.5% | -74.5% |
| 3Y | +930.8% | +60.4% | +870.4% | +748.1% |
| 5Y | -7.8% | +43.5% | -51.3% | -23.0% |
| All | -10.8% | +71.4% | -82.2% | -27.7% |
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