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MOCHILAB / AI SKILL
Investment Return Attribution
Reconcile valuation periods and investor cash flows, then compare TWR with Actual/365 XIRR.
What it does
Reconcile valuation periods and investor cash flows, then compare TWR with Actual/365 XIRR.
- Linked time-weighted subperiod returns
- Actual/365 money-weighted XIRR
- Reconcile valuations and cash flows
- Reject non-conventional ambiguous IRRs
Try saying
Use my supplied records to reconcile valuation periods and investor cash flows, then compare TWR with Actual/365 XIRR.
Export a reproducible report with the assumptions, key metrics and detailed CSV. Ask me for missing facts first.
Calculation scope
Each contiguous period needs start/end/opening_value/external_flow_start/ending_value. Flows occur at subperiod start and consecutive valuations must reconcile. Investor contributions are negative, withdrawals and the final liquidation value positive. Their dated amounts must reconcile with the valuation periods. The IRR helper rejects more than one sign change after same-day aggregation.
Deliverables and runtime
Includes executable Python 3.10+ standard-library calculations, independent numerical tests, fictional examples and an input reference. Supported flat collections accept CSV. No extra market-data key is needed. Files stay in the active assistant workspace, with input and output hashes. Analysis only; no account access or automatic trading.
References