+1,055.8%
QBTS vs MOS
-26.7%
+1,082.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +3.3% | -16.1% | -13.9% |
| 7D | -21.7% | +22.5% | -44.2% | -27.7% |
| 30D | -42.7% | +6.6% | -49.3% | -44.3% |
| 3M | -57.7% | -3.8% | -53.9% | -57.4% |
| 6M | -58.0% | -2.2% | -55.8% | -58.2% |
| YTD | -65.4% | -4.8% | -60.6% | -65.8% |
| 1Y | -70.8% | -11.7% | -59.1% | -70.2% |
| All | +1,055.8% | -26.7% | +1,082.5% | +1,181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling