+8.5%
QBTS vs MOS
-32.4%
+40.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.1% | +17.9% | +18.0% |
| 7D | +0.3% | +21.6% | -21.3% | -5.2% |
| 30D | -29.8% | +12.0% | -41.8% | -32.2% |
| 3M | -45.0% | -3.9% | -41.1% | -44.8% |
| 6M | -55.2% | -3.3% | -51.9% | -55.3% |
| YTD | -59.2% | -4.6% | -54.5% | -59.4% |
| 1Y | -62.4% | -7.0% | -55.4% | -62.4% |
| 3Y | +1,264.0% | -24.4% | +1,288.4% | +1,324.8% |
| All | +8.5% | -32.4% | +40.9% | +19.8% |
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