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GET
Get portfolio performance

Authorizations

X-Monaco-Signature
string
header
required

Ed25519 session-key request signing. Every authenticated request carries three headers: X-Monaco-PublicKey (64-char lowercase-hex session public key), X-Monaco-Timestamp (Unix milliseconds, within 30s of server time), and X-Monaco-Signature (hex ed25519 signature). The signature is over METHOD\npath?query\ntimestamp_ms\nSHA256_hex(body), where the body hash is the SHA-256 of the empty byte string when there is no body. Obtain the session keypair from POST /api/v1/auth/challenge followed by POST /api/v1/auth/verify.

Query Parameters

period
string

Response

OK

window
object
calculationMethod
enum<string> | null
Available options:
sampled_twr
valuationStatus
enum<string> | null
Available options:
complete,
partial
startingEquity
string | null
endingEquity
string | null
deposits
string | null
withdrawals
string | null
netExternalFlows
string | null
pnl
string | null
returnPct
string | null
maxDrawdown
object
points
object[] | null
modifiedDietzReturnPct
string | null

Modified Dietz return over the window: pnl divided by the starting equity plus each deposit minus each withdrawal, each weighted by the share of the window it was in the account (a flow is taken at the middle of its sample interval). Never below -100%, since an account cannot lose more than it received. Unlike return_pct it stays defined after equity touches zero. Null when the window has no positive-equity sample, or when withdrawals leave that time-weighted capital below 5% of what it would have been without them (the starting equity plus the time-weighted deposits), so the gain on a sliver of capital is not reported. Not bounded above: a capital just over that limit can still give a gain of up to about 20 times the return on the full base. max_drawdown and calculation_method describe the time-weighted return_pct series only and can cover less of the window than this figure.