---
title: "OutputPerformanceReturns"
url: "https://developer-beta.morningstar.com/apis/portfolio-xray-api/versions/4c9879bf-1def-4f49-adea-5a04cd02e29e/schemas/OutputPerformanceReturns"
---

> Full API specification: https://developer-beta.morningstar.com/apis/portfolio-xray-api/versions/4c9879bf-1def-4f49-adea-5a04cd02e29e.md

# OutputPerformanceReturns

Returns data.

## OpenAPI definition

```yaml
openapi: 3.1.0
info:
  title: Portfolio X-Ray API
  version: "1.0"
servers:
  - url: https://www.us-api.morningstar.com
    description: Americas Production
  - url: https://www.apac-api.morningstar.com
    description: APAC Production
  - url: https://www.emea-api.morningstar.com
    description: EMEA Production
components:
  schemas:
    OutputPerformanceTrailingReturns:
      description: Annualized trailing returns for the portfolio and benchmark,
        looking backward from the analysis end date.
      type: object
      properties:
        AsOfDate:
          type: string
          format: date-time
          description: End date of analysis.
        Portfolio:
          $ref: "#/components/schemas/OutputPerformanceTrailingReturnsItem"
        Benchmark:
          $ref: "#/components/schemas/OutputPerformanceBenchmarkTrailingReturnsItem"
    OutputPerformanceCalendarYearReturns:
      description: Performance of the portfolio and benchmark over calendar year periods.
      type: object
      properties:
        AsOfDate:
          type: string
          format: date-time
          description: End date of analysis.
        Portfolio:
          $ref: "#/components/schemas/OutputPerformanceCalendarYearReturn"
        Benchmark:
          $ref: "#/components/schemas/OutputPerformanceBenchmarkCalendarYearReturn"
    OutputPerformanceRollingReturns:
      description: Rolling return data for the portfolio.
      type: object
      properties:
        RollingReturn:
          type: array
          items:
            $ref: "#/components/schemas/OutputPerformanceRollingReturn"
        AsOfDate:
          type: string
          format: date-time
          description: End date of analysis.
    OutputPerformanceInvestmentActivity:
      description: Investment activity data.
      type: object
      properties:
        DataFrequency:
          type: string
          description: Frequency of investment activity data.
          enum:
            - Monthly
        Portfolio:
          type: array
          items:
            $ref: "#/components/schemas/OutputPerformanceInvestmentActivityItem"
        Benchmark:
          type: array
          items:
            $ref: "#/components/schemas/OutputPerformanceBenchmarkInvestmentActivityItem"
    OutputPerformanceSecurityReturns:
      description: Security returns data.
      type: object
      properties:
        AsOfDate:
          type: string
          format: date-time
          description: End date of analysis.
        StandardizedAndTaxAdjustedReturns:
          $ref: "#/components/schemas/OutputPerformanceStandardizedAndTaxAdjustedReturns"
    OutputPerformanceTrailingReturnsItem:
      type: object
      properties:
        TimePeriod:
          type: array
          items:
            $ref: "#/components/schemas/OutputDataItemTrailingTimePeriod"
    OutputPerformanceBenchmarkTrailingReturnsItem:
      type: object
      properties:
        TimePeriod:
          type: array
          items:
            $ref: "#/components/schemas/OutputDataItemBenchmarkTrailingTimePeriod"
    OutputPerformanceCalendarYearReturn:
      type: object
      properties:
        CalendarYear:
          type: array
          description: Calendar year return data. Index 1–10 represents the 10 most recent
            calendar years.
          items:
            $ref: "#/components/schemas/OutputDataItemCalendarYearReturnTimePeriod"
    OutputPerformanceBenchmarkCalendarYearReturn:
      type: object
      properties:
        CalendarYear:
          type: array
          description: Calendar year return data. Index 1–10 represents the 10 most recent
            calendar years.
          items:
            $ref: "#/components/schemas/OutputDataItemInt32"
    OutputPerformanceRollingReturn:
      type: object
      properties:
        RollingPeriod:
          type: string
          enum:
            - Month24
            - Month120
            - "12"
            - "36"
            - "60"
            - "120"
        Portfolio:
          $ref: "#/components/schemas/OutputPerformanceRollingReturnsItem"
    OutputPerformanceInvestmentActivityItem:
      type: object
      properties:
        Sequence:
          type: integer
          format: int32
          description: Sequence identifier.
        StartDate:
          type: string
          format: date-time
          description: Start date of the time period.
        EndDate:
          type: string
          format: date-time
          description: End date of the time period.
        BeginningBalance:
          type: number
          format: double
          description: Beginning balance for the time period.
        MarketValue:
          type: number
          format: double
          description: Market value at end of the time period.
        GrossBeginningBalance:
          type: number
          format: double
          description: Gross beginning balance for the time period.
        GrossMarketValue:
          type: number
          format: double
          description: Gross market value at end of the time period.
    OutputPerformanceBenchmarkInvestmentActivityItem:
      type: object
      properties:
        Sequence:
          type: integer
          format: int32
          description: Sequence identifier.
        StartDate:
          type: string
          format: date-time
          description: Start date of the time period.
        EndDate:
          type: string
          format: date-time
          description: End date of the time period.
        BeginningBalance:
          type: number
          format: double
          description: Beginning balance for the time period.
        MarketValue:
          type: number
          format: double
          description: Market value at end of the time period.
    OutputPerformanceStandardizedAndTaxAdjustedReturns:
      description: Standardized and tax-adjusted return data.
      type: object
      properties:
        AsOfDate:
          type: string
          format: date-time
          description: End date of analysis.
        Security:
          type: array
          items:
            $ref: "#/components/schemas/OutputPerformanceStandardizedAndTaxAdjustedReturnsS\
              ecurity"
    OutputDataItemTrailingTimePeriod:
      type: object
      properties:
        Id:
          type: string
          description: Time period identifier.
          enum:
            - YearToDate
            - Month3
            - Month6
            - Year1
            - Year2
            - Year3
            - Year5
            - Year10
            - SinceInception
        Value:
          type: number
          format: double
          description: Value for the time period.
        GrossValue:
          type: number
          format: double
          description: Gross value for the time period.
    OutputDataItemBenchmarkTrailingTimePeriod:
      type: object
      properties:
        Id:
          type: string
          description: Time period identifier.
          enum:
            - YearToDate
            - Month3
            - Month6
            - Year1
            - Year2
            - Year3
            - Year5
            - Year10
            - SinceInception
        Value:
          type: number
          format: double
          description: Value for the time period.
    OutputDataItemCalendarYearReturnTimePeriod:
      type: object
      properties:
        Id:
          type: integer
          format: int32
          description: Calendar year return identifier (1–10, representing the 10 most
            recent years).
        Value:
          type: number
          format: double
          description: Calendar year return value.
        GrossValue:
          type: number
          format: double
          description: Gross calendar year return value.
    OutputDataItemInt32:
      type: object
      properties:
        Id:
          type: integer
          format: int32
        Value:
          type: number
          format: double
          description: Value.
    OutputPerformanceRollingReturnsItem:
      type: object
      properties:
        StartYear:
          type: integer
          format: int32
        StartMonth:
          maximum: 12
          minimum: 1
          type: integer
          format: int32
        Data:
          type: array
          items:
            $ref: "#/components/schemas/OutputDataItemInt32"
        Details:
          type: array
          items:
            $ref: "#/components/schemas/OutputPerformanceRollingReturnsDetail"
    OutputPerformanceStandardizedAndTaxAdjustedReturnsSecurity:
      type: object
      properties:
        Sequence:
          type: integer
          format: int32
          description: Sequence identifier.
        SecurityId:
          type: string
          description: Unique identifier of a security.
        StandardizedReturns:
          $ref: "#/components/schemas/OutputPerformanceStandardizedReturns"
        AfterTaxReturns:
          $ref: "#/components/schemas/OutputPerformanceAfterTaxReturns"
    OutputPerformanceRollingReturnsDetail:
      type: object
      properties:
        Id:
          type: integer
          format: int32
        Period:
          type: string
        CumulativeTotalReturn:
          type: number
          format: double
          description: Cumulative total return for the rolling period.
        AnnualizedTotalReturn:
          type: number
          format: double
          description: Annualized total return for the rolling period.
    OutputPerformanceStandardizedReturns:
      type: object
      properties:
        GrossExpenseRatio:
          type: number
          format: double
          description: Total gross expenses divided by average net assets, including
            waived fees. Excludes brokerage costs.
        InceptionDate:
          type: string
          format: date-time
          description: Original issue date of the instrument.
        MaxBackLoad:
          type: number
          format: double
          description: Fund's maximum deferred sales charge, expressed as a percentage of
            the lesser of the initial or final value of shares sold.
        MaxFrontLoad:
          type: number
          format: double
          description: Maximum initial sales charge deducted at the time of purchase,
            expressed as a percentage of the investment.
        NetExpenseRatio:
          type: number
          format: double
          description: Total net expenses divided by average net assets, net of
            reimbursements and waivers. Excludes brokerage costs.
        ManagementExpenseRatio:
          type: number
          format: double
          description: Percentage of average net assets paid annually to cover fixed fund
            management costs. Specific to the Canadian market.
        TurnoverRatio:
          type: number
          format: double
          description: Measure of how frequently the fund buys or sells holdings,
            expressed as a percentage of assets traded over the year.
        TurnoverRatioDate:
          type: string
          format: date-time
          description: Date of the turnover ratio calculation.
        Day7YieldUnsubsized:
          type: number
          format: double
          description: 7-day unsubsidized yield, annualized using the base period return
            divided by the starting account value.
        Day7YieldSubsidized:
          type: number
          format: double
          description: 7-day subsidized yield, annualized using the base period return
            divided by the starting account value.
        Month12Yield:
          type: number
          format: double
          description: Total distributions paid in the last 12 months as a percentage of
            the previous month-end price, excluding return of capital.
        TimePeriod:
          type: array
          items:
            $ref: "#/components/schemas/OutputPerformanceStandardizedReturns.TimePeriodItem"
    OutputPerformanceAfterTaxReturns:
      description: After-tax returns data.
      type: object
      properties:
        OnDistributionAndSalesOfShares:
          type: array
          items:
            $ref: "#/components/schemas/OutputDataItemOutputAfterTaxReturnsTimePeriod"
        OnDistributionReturn:
          type: array
          items:
            $ref: "#/components/schemas/OutputDataItemOutputAfterTaxReturnsTimePeriod"
    OutputPerformanceStandardizedReturns.TimePeriodItem:
      type: object
      properties:
        Id:
          type: string
          enum:
            - YearToDate
            - Month3
            - Year1
            - Year3
            - Year5
            - Year10
            - SinceInception
        Market:
          type: number
          format: double
        Nav:
          type: number
          format: double
    OutputDataItemOutputAfterTaxReturnsTimePeriod:
      type: object
      properties:
        Id:
          type: string
          enum:
            - YearToDate
            - Month3
            - Year1
            - Year3
            - Year5
            - Year10
            - SinceInception
        Value:
          type: number
          format: double
          description: Value for the time period.
    OutputPerformanceReturns:
      description: Returns data.
      type: object
      properties:
        TrailingReturns:
          $ref: "#/components/schemas/OutputPerformanceTrailingReturns"
        CalendarYearReturn:
          $ref: "#/components/schemas/OutputPerformanceCalendarYearReturns"
        RollingReturns:
          $ref: "#/components/schemas/OutputPerformanceRollingReturns"
        InvestmentActivity:
          $ref: "#/components/schemas/OutputPerformanceInvestmentActivity"
        SecurityReturns:
          $ref: "#/components/schemas/OutputPerformanceSecurityReturns"
```