-65.7%
TEAM vs MAR
+173.3%
-239.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.7% | -5.9% |
| 7D | -22.2% | +2.9% | -25.1% | -23.8% |
| 30D | -28.1% | +17.0% | -45.2% | -35.8% |
| 3M | -2.2% | +23.2% | -25.3% | -15.9% |
| 6M | +62.2% | +21.7% | +40.5% | +38.5% |
| YTD | -8.4% | +38.9% | -47.2% | -31.5% |
| 1Y | -6.6% | +48.7% | -55.3% | -34.5% |
| 3Y | -15.7% | +122.9% | -138.6% | -59.5% |
| 5Y | -65.7% | +177.5% | -243.2% | -86.5% |
| All | -65.7% | +173.3% | -239.0% | -86.5% |
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