+3.3%
QBTS vs MOS
+19.2%
-16.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.0% | -9.6% | -8.8% |
| 7D | +1.1% | +24.8% | -23.7% | -4.1% |
| 30D | -28.1% | +22.7% | -50.8% | -31.5% |
| 3M | -48.1% | -1.2% | -46.9% | -48.2% |
| 6M | -53.6% | +5.5% | -59.1% | -54.5% |
| YTD | -59.9% | -2.0% | -58.0% | -60.3% |
| 1Y | -64.3% | -7.9% | -56.4% | -64.2% |
| 3Y | +1,355.6% | -25.0% | +1,380.5% | +1,407.4% |
| 5Y | +6.6% | -27.7% | +34.4% | +13.3% |
| All | +3.3% | +19.2% | -16.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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