+89.3%
QBTS vs MSFU
+103.9%
-14.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.5% | +1.9% | +4.4% |
| 7D | +13.7% | +14.6% | -0.9% | +4.9% |
| 30D | -21.3% | +2.1% | -23.4% | -22.3% |
| 3M | -44.7% | +14.7% | -59.4% | -49.5% |
| 6M | -49.2% | +55.7% | -104.8% | -62.6% |
| YTD | -56.1% | +7.1% | -63.2% | -60.8% |
| 1Y | -61.1% | -0.5% | -60.6% | -63.7% |
| 3Y | +1,511.0% | +35.7% | +1,475.2% | +1,076.4% |
| All | +89.3% | +103.9% | -14.6% | +14.8% |
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