+1,616.4%
QBTS vs MSTZ
-99.3%
+1,715.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -0.7% |
| 7D | -2.4% | -29.7% | +27.3% | -9.1% |
| 30D | -22.5% | -65.3% | +42.8% | -38.2% |
| 3M | -40.0% | -57.3% | +17.3% | -44.6% |
| 6M | -12.3% | -61.6% | +49.3% | -13.9% |
| YTD | -36.6% | -78.3% | +41.7% | -37.7% |
| 1Y | +8.4% | -30.2% | +38.7% | +50.5% |
| All | +1,616.4% | -99.3% | +1,715.6% | +1,275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling