For Model Performance Attribution, navigate to Model Management page and choose Performance Attribution.
In the Model Performance Attribution, you can find out how each security contributes to the risk and return for any time period. This feature allow you to analyze the performance of all securities included in your model and identify which ones are performing well.
The performance attribution tracks the performance of securities from the beginning of their trading history. This means that a security will be included in the analysis even if you are not currently holding it for the specified time period.
In the left pane, you can select from a variety of models, including model portfolios, model sets, and strategy models. Simply click the dropdown menu to view all available model. You can customize the time period and end date to view the performance of the security.
In the screenshot below, QIVAX is highlighted as an outlier because it has missing data for the one-year period.
