-5.8%
QBTS vs MOS
+13.7%
-19.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.0% |
| 7D | -10.5% | -2.0% | -8.5% | -10.1% |
| 30D | -20.5% | +15.3% | -35.8% | -23.3% |
| 3M | -54.3% | +1.5% | -55.8% | -54.6% |
| 6M | -55.4% | -2.0% | -53.4% | -55.6% |
| YTD | -63.4% | -6.5% | -56.9% | -63.4% |
| 1Y | -59.1% | -11.1% | -48.1% | -58.7% |
| 3Y | +1,216.8% | -30.3% | +1,247.1% | +1,282.2% |
| 5Y | -2.6% | -33.5% | +30.9% | +4.6% |
| All | -5.8% | +13.7% | -19.5% | +4.6% |
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