-53.8%
TEAM vs MAR
+155.0%
-208.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -5.4% |
| 7D | -5.7% | -1.7% | -4.0% | -4.5% |
| 30D | +18.3% | -6.9% | +25.3% | +24.1% |
| 3M | +80.2% | -15.8% | +96.1% | +101.2% |
| 6M | +111.0% | +1.9% | +109.0% | +100.4% |
| YTD | +8.8% | +6.6% | +2.2% | -1.3% |
| 1Y | +2.2% | +23.7% | -21.5% | -18.8% |
| 3Y | -14.6% | +64.6% | -79.2% | -47.3% |
| 5Y | -53.8% | +156.4% | -210.1% | -77.1% |
| All | -53.8% | +155.0% | -208.8% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling