+13.0%
QBTS vs MSI
+233.1%
-220.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +7.5% |
| 7D | +13.7% | +8.3% | +5.3% | +14.1% |
| 30D | -21.3% | +18.9% | -40.1% | -20.8% |
| 3M | -44.7% | +13.2% | -58.0% | -44.5% |
| 6M | -49.2% | +38.3% | -87.4% | -48.8% |
| YTD | -56.1% | +38.9% | -95.0% | -55.7% |
| 1Y | -61.1% | +36.7% | -97.8% | -60.7% |
| 3Y | +1,511.0% | +76.6% | +1,434.4% | +1,596.3% |
| 5Y | +16.6% | +124.5% | -107.9% | +27.5% |
| All | +13.0% | +233.1% | -220.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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