+802.8%
TEAM vs MAR
+439.1%
+363.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | -0.4% | -4.2% | +3.7% | +1.3% |
| 30D | +67.3% | -6.7% | +74.0% | +71.6% |
| 3M | +86.8% | -12.5% | +99.3% | +96.3% |
| 6M | +146.8% | +0.6% | +146.2% | +142.2% |
| YTD | +16.9% | +9.1% | +7.8% | +10.4% |
| 1Y | +12.8% | +26.2% | -13.4% | -0.5% |
| 3Y | -7.3% | +68.2% | -75.4% | -26.9% |
| 5Y | -50.7% | +163.9% | -214.6% | -66.0% |
| 10Y | +529.8% | +420.6% | +109.3% | +183.0% |
| All | +802.8% | +439.1% | +363.6% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling