-5.8%
QBTS vs MSI
+235.2%
-241.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -10.5% | +3.2% | -13.7% | -10.4% |
| 30D | -20.5% | +17.6% | -38.1% | -20.0% |
| 3M | -54.3% | +14.5% | -68.8% | -54.0% |
| 6M | -55.4% | +34.3% | -89.7% | -55.1% |
| YTD | -63.4% | +39.7% | -103.2% | -63.1% |
| 1Y | -59.1% | +40.2% | -99.3% | -58.7% |
| 3Y | +1,216.8% | +77.1% | +1,139.7% | +1,286.4% |
| 5Y | -2.6% | +124.0% | -126.7% | +6.5% |
| All | -5.8% | +235.2% | -241.0% | +1.6% |
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