RETURN ATTRIBUTION
Return Attribution
Separate income from market movement before calling it skill.
Return AttributionBondStats fixed-income workstation
POSITION INPUTS
WHERE THE RETURN CAME FROM
Total return—
Income return—
Price return—
INTERPRETATION
Return attribution
Split the outcome into income, price movement and reinvestment so a good number cannot hide a weak source of return. The purpose is decomposition: show which assumption creates the result and which risk remains outside the calculation.
Model boundary
This workstation isolates the stated drivers. Optionality, liquidity, tax, settlement and instrument-specific conventions can change realized economics and should be layered in separately.
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