+889.6%
QBTS vs MSTZ
-99.2%
+988.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.8% | -1.5% |
| 7D | -10.5% | +30.8% | -41.3% | -3.3% |
| 30D | -20.5% | +41.2% | -61.7% | -9.3% |
| 3M | -54.3% | -60.9% | +6.6% | -59.5% |
| 6M | -55.4% | -15.7% | -39.7% | -45.7% |
| YTD | -63.4% | -75.2% | +11.8% | -59.8% |
| 1Y | -59.1% | -59.8% | +0.7% | -47.9% |
| All | +889.6% | -99.2% | +988.8% | +787.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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