+1,511.0%
QBTS vs MOS
-24.9%
+1,535.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.8% |
| 7D | +13.7% | +19.7% | -6.0% | +6.1% |
| 30D | -21.3% | +21.5% | -42.8% | -27.1% |
| 3M | -44.7% | -0.4% | -44.3% | -45.0% |
| 6M | -49.2% | +4.5% | -53.7% | -50.7% |
| YTD | -56.1% | -2.9% | -53.2% | -56.9% |
| 1Y | -61.1% | -7.7% | -53.4% | -61.1% |
| 3Y | +1,511.0% | -25.6% | +1,536.6% | +1,788.7% |
| All | +1,511.0% | -24.9% | +1,535.8% | +1,788.7% |
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