+494.0%
TEAM vs MAR
+441.6%
+52.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | -7.8% | -2.1% | -5.7% | -7.0% |
| 30D | +16.5% | -5.7% | +22.2% | +19.2% |
| 3M | +96.2% | -14.6% | +110.8% | +107.9% |
| 6M | +130.2% | +1.3% | +128.8% | +125.4% |
| YTD | +10.7% | +6.7% | +4.0% | +5.7% |
| 1Y | +3.0% | +26.4% | -23.4% | -8.8% |
| 3Y | -13.1% | +64.7% | -77.8% | -30.2% |
| 5Y | -52.7% | +153.1% | -205.8% | -66.2% |
| All | +494.0% | +441.6% | +52.4% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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