Performance attribution
Identify the drivers of portfolio returns across asset classes.

Align strategy with performance

Get clarity on how investment decisions could translate into returns. MSCI’s performance attribution solutions are designed to help you link strategy to outcomes and better connect portfolio construction with realized performance across asset classes, time horizons and stakeholder needs.

Accelerate decision making 

Quickly identify portfolio performance drivers with timely insights and fast access to market and benchmark data — enabling you to  act decisively when markets move. 

Enhance communication and reporting 

Clearly report performance to clients with flexible dashboards, look-through views and multi-level decomposition across asset classes and strategies.

Unify risk and performance views

Bridge risk and performance analytics in a unified platform with consistent data and factor models to accelerate collaboration between portfolio managers and risk teams.

Performance tools designed to support your needs

Explore analytics designed for asset managers, asset owners and performance teams across equity, fixed income and multi-asset class portfolios. 

Multi-model attribution support

Access Brinson, fixed income, factor-based and multi-portfolio models designed to support analysis aligned with your portfolio strategy.

Analytics across all asset classes

Get consistent, granular attribution across asset classes, which is designed to align with your investment strategy.

Flexible delivery

Access multiple delivery options to meet your workflow, reporting and system needs with interactive dashboards, APIs and easy order management system (OMS) connectivity.

Multi-asset return decomposition

Analyze allocation, selection and currency effects across equity and fixed income portfolios.

Featured products

Analyze equity performance with Brinson and factor-based attribution, capturing selection and allocation effects along with granular and tiered-factor breakdowns.

Resources

MSCI Performance Attribution Analytics

Quickly track and analyze portfolio performance across asset classes.

MSCI MAC Performance Attribution

Analyze the performance of equity, fixed income, commodity and multi-asset class portfolios in alignment with their risk reporting.

Want to better understand your performance drivers?
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Related to performance attribution

Portfolio Management solutions

Explore tools to help you understand risk and performance drivers, launch innovative strategies and provide better transparency, enabling you to deliver differentiated and adaptive portfolios.