+614.2%
TEAM vs MAR
+578.0%
+36.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -2.4% | +1.6% | -4.0% | -3.1% |
| 30D | -26.7% | +13.8% | -40.5% | -30.6% |
| 3M | -9.6% | +20.3% | -29.9% | -16.4% |
| 6M | +86.0% | +21.3% | +64.7% | +70.4% |
| YTD | -7.5% | +37.2% | -44.7% | -20.6% |
| 1Y | -1.4% | +48.4% | -49.8% | -18.3% |
| 3Y | -14.3% | +120.1% | -134.4% | -39.5% |
| 5Y | -66.3% | +182.1% | -248.4% | -77.9% |
| 10Y | +445.6% | +530.2% | -84.6% | +129.0% |
| All | +614.2% | +578.0% | +36.3% | +174.0% |
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 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