Returns Analysis

Calculate IRR and MOIC for private equity deal evaluations.

1|Updated Mar 5, 2026
One-click install
npx skills add https://github.com/smrik/ai-fund --skill returns-analysis-smrik
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: Returns Analysis
Source: https://github.com/smrik/ai-fund/tree/main/skills/private-equity/skills/returns-analysis
Command: npx skills add https://github.com/smrik/ai-fund --skill returns-analysis-smrik

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill removes the manual friction of building complex private equity return models, allowing for rapid iteration on deal assumptions and stress-testing of investment outcomes.

Core Features & Use Cases

  • Sensitivity Modeling: Generate 2-way matrices for entry/exit multiples, leverage, and growth scenarios.
  • Returns Waterfall: Calculate MOIC and IRR while attributing performance to growth, multiple expansion, and debt paydown.
  • Use Case: When preparing for an Investment Committee meeting, use this Skill to instantly generate a returns summary and sensitivity tables based on your latest EBITDA and leverage assumptions.

Quick Start

Use the returns analysis skill to model a deal with 8x entry multiple and 3x leverage to generate a sensitivity table for exit multiples.

Frequently Asked Questions about Returns Analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate IRR and MOIC for private equity deal evaluations?

To calculate IRR and MOIC for private equity deal evaluations, input structured financial data like entry multiples and leverage to generate formatted returns waterfalls and sensitivity matrices.

What is the best way to generate sensitivity tables for private equity returns?

Generating sensitivity tables for private equity returns requires modeling multi-scenario variables like entry/exit multiples, leverage, and growth to produce 2-way matrices that stress-test investment outcomes.

How does a returns waterfall attribute private equity performance?

A returns waterfall attributes private equity performance by decomposing overall returns into growth, multiple expansion, and debt paydown to isolate the drivers of MOIC and IRR.

Can I model leverage and hold period variables for deal sensitivity analysis?

Yes, you can model leverage and hold period variables for deal sensitivity analysis. The tool supports multi-scenario sensitivity analysis incorporating these variables to produce formatted returns matrices.

What structured financial inputs are required for private equity returns modeling?

Private equity returns modeling requires structured financial inputs such as entry multiples, leverage ratios, EBITDA assumptions, and hold periods to calculate IRR and generate sensitivity tables.