Performance attributionIdentify 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.
Quickly identify portfolio performance drivers with timely insights and fast access to market and benchmark data — enabling you to act decisively when markets move.
Clearly report performance to clients with flexible dashboards, look-through views and multi-level decomposition across asset classes and strategies.
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.
Performance Attribution: Clarity in a complex market
In today’s complex markets, understanding what drives portfolio returns is more important than ever. Watch this conversation with our expert Ben Shim, Executive Director, Analytics Product Management at MSCI as he explores the evolving role of performance attribution, the challenges clients face, and how MSCI Performance attribution solution helps our clients. Ben also shares insights on the latest innovations transforming performance attribution.
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?Let us know.
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.
