+191.6%
QBTS vs MSFU
+72.2%
+119.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +7.9% |
| 7D | +6.8% | -3.2% | +10.0% | +8.5% |
| 30D | -14.9% | -3.1% | -11.7% | -14.2% |
| 3M | -31.6% | +35.3% | -66.9% | -44.7% |
| 6M | -4.9% | +31.6% | -36.5% | -23.5% |
| YTD | -32.4% | -9.5% | -22.9% | -33.4% |
| 1Y | +14.6% | -18.4% | +33.0% | +19.5% |
| 3Y | +1,839.6% | +26.9% | +1,812.7% | +1,378.8% |
| All | +191.6% | +72.2% | +119.3% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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