performance-attribution

To decompose portfolio returns into sector allocation and stock selection, apply the Brinson attribution model. This analyzes allocation and selection effects across sectors to identify primary contributors to excess return against a benchmark.

Performance attribution breaks down components influencing portfolio return to reveal risk exposure. You need factor analysis when decomposing excess returns to understand underlying risk factors driving your investment strategy's performance.

Evaluate market timing ability by applying timing models within a performance attribution framework. This assesses the timing ability of a strategy by measuring how effectively it adjusts exposures compared to a benchmark.

Yes, you can compare stock portfolio performance against a custom benchmark using the benchmark comparison framework. This evaluates performance differences by isolating allocation, selection, factor exposure, and timing effects.

Running a Brinson attribution analysis requires your portfolio data alongside benchmark weights and returns. Input this data to generate a performance attribution report identifying sources of returns and risks.