+1,672.3%
QBTS vs MSTZ
-99.2%
+1,771.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -1.7% |
| 7D | +3.8% | -23.6% | +27.4% | -1.5% |
| 30D | -15.2% | -60.7% | +45.5% | -30.4% |
| 3M | -27.2% | -58.3% | +31.0% | -34.3% |
| 6M | -10.1% | -60.0% | +49.9% | -10.9% |
| YTD | -34.5% | -75.2% | +40.7% | -33.4% |
| 1Y | +6.0% | -19.9% | +25.9% | +52.5% |
| All | +1,672.3% | -99.2% | +1,771.4% | +1,370.5% |
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