+4.9%
QBTS vs MOS
+18.2%
-13.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +2.6% | +5.5% | -2.9% | +1.3% |
| 30D | -22.5% | +21.0% | -43.4% | -26.0% |
| 3M | -47.4% | -0.5% | -46.9% | -47.6% |
| 6M | -55.7% | +6.6% | -62.3% | -56.7% |
| YTD | -59.3% | -2.8% | -56.5% | -59.6% |
| 1Y | -63.3% | -8.1% | -55.2% | -63.2% |
| 3Y | +1,379.2% | -25.6% | +1,404.8% | +1,434.5% |
| 5Y | +8.3% | -29.8% | +38.1% | +15.4% |
| All | +4.9% | +18.2% | -13.3% | +15.5% |
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