+70.2%
QBTS vs MOS
-8.7%
+79.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | -2.4% | +9.5% | -11.9% | -4.7% |
| 30D | -22.5% | +10.4% | -32.9% | -24.5% |
| 3M | -40.0% | +12.9% | -52.9% | -42.2% |
| 6M | -12.3% | +1.2% | -13.6% | -13.7% |
| YTD | -36.6% | +9.3% | -45.9% | -38.7% |
| 1Y | +8.4% | -18.0% | +26.4% | +12.3% |
| 3Y | +1,380.4% | -29.0% | +1,409.4% | +1,435.7% |
| All | +70.2% | -8.7% | +79.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling