benchmark-relative-performance-attribution SKILL.md skillA
benchmark-relative-performance-attribution from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/benchmark-relative-performance-attribution@v1.2.0Pins v1.2.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/benchmark-relative-performance-attribution/SKILL.md- Versions recorded
- 5
- Latest version
- v1.2.0, committed Sep 4, 2026
- First version recorded
- Jul 30, 2026
- Size
- 16,969 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a strategy must be judged against a benchmark index rather than on raw return: alpha, beta, tracking error, information ratio and Brinson-Fachler allocation and selection effects. Multi-factor attribution with inference is strategy-performance-attribution-vs-market-beta.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Invoke this when evaluating a quantitative strategy against a benchmark index (e.g. `SPY`, `NIFTY 50`, `BTC`). Raw returns alone are not evidence of skill: a strategy returning 20% while carrying beta 1.5 to an index that returned 25% destroyed value. This skill separates the return that came from benchmark exposure ($\beta$) from the return that did not ($\alpha$), sizes the active risk taken to get it ($TE$), scores the trade-off ($IR$) with the $t$-statistic that says whether the score means anything, and — for a single period — attributes active return to sector bets (Brinson-Fachler). It also answers the **multi-strategy** version of the question. `compare_strategies` runs the same decomposition for every sleeve against one benchmark over one window and returns a comparable table, so "which of these is earning its keep" is a sortable column rather than a set of incomparable one-off reports. Pointed at the *simple alternative* a book is supposed to beat — a static 60/40 blend, an equal-weight sleeve, or cash — it also answers the capital-allocation question directly: does the added complexity earn a positive alpha at a defensible information ratio, or is the… …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/benchmark-relative-performance-attribution@sha256:de972e0e771fbb31The line at the top of this page pins the label v1.2.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_wy36gofnqi5uq7ch)
1 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 4, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.2.0 latest | 2026-09-04 | d466d60 | 16,969 B | A | view · diff |
| v1.2.0 | 2026-09-03 | 8527a51 | 16,954 B | A | view · diff |
| v1.1.0 | 2026-08-13 | 097e217 | 9,860 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,610 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 3,608 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (16969 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_wy36gofnqi5uq7ch GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/benchmark-relative-performance-attribution GET https://markdownregistry.com/api/v1/blob/de972e0e771fbb318bf919420b6d86515dbd59bc5e4b057fe0a746ae9fc81a85
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.