The purpose of this mixed methods study was to investigate intragroup beliefs regarding participation in a National Collegiate Athletic Association (NCAA) Division II marching band throughout the university's American football season. Fifty-three undergraduates from an urban midwestern university elected one of two options: (1) focus group only or (2) focus group and surveys. For the quantitative inquiry, it was hypothesized that members would report a downward concavity of group cohesion attributes and collective efficacy beliefs across time. A repeated measures multivariate analysis of variance (MANOVA) found group integration-task (GI-T) and collective efficacy dipped at the midpoint of the season while beliefs regarding members' attraction to the group, both task and social (ATG-T, ATG-S), and group integration-social (GI-S) remained consistently high. Focus groups data analysis revealed five broad themes: (1) connections, their pride in the band and its connectedness to their school and beyond; (2) family, how the band represents a family environment; (3) acceptance, belonging to the group; (4) music, the role of music in their lives; and (5) time, the temporal beliefs of the group throughout the season. These findings provide insight into the dynamic nature of group beliefs over time with musical ensembles.