Build a benchmark that reflects your reality
See how a Head of Asset Allocation can use MSCI Custom Indexes to align benchmarks with portfolio strategy — and test it before it guides investment decisions.
Your allocation strategy deserves a benchmark that mirrors it
Your institution runs a sophisticated allocation across regions, factors, liability constraints and policy screens. Standard indexes remain the starting point for measuring the market, but as allocation strategies grow more multi-dimensional, a benchmark built around that complexity can work alongside your existing index to keep pace with how your portfolio actually runs.
The result is a growing disconnect between the portfolio and the benchmark used to evaluate it. When it comes time to validate performance or stress-test assumptions, you're using a reference point that doesn't reflect how the portfolio runs?
- Multi-dimensional allocations (regional, factor, liability-driven) extend beyond what a single, standard index is designed to capture.
- Validation starts from a reference point that reflects less of that complexity.
- Benchmark misalignment clouds attribution and performance reporting.
MSCI Custom Indexes offer real-world scenario testing
Translate your allocation strategy into one rules-based benchmark with MSCI Custom Indexes. Regional weights, factor tilts, exclusion screens and policy constraints become embedded index rules. Before you commit, you can simulate and stress-test the index to ensure it behaves the way your strategy demands.
- Allocation parameters, factor tilts and policy screens are built directly into index methodology.
- Simulations grounded in historical market data let you test your benchmark before deployment.
- One benchmark replaces multiple overlapping indexes, simplifying attribution and reporting.
Now, you can commit capital with confidence
Your benchmark becomes more than a point of comparison: a trusted foundation for allocation decisions. With greater confidence in risk attribution, scenario analysis and performance measurement, you move from testing to implementation knowing your index mirrors your strategy.
- Attribution follows the portfolio’s structure, not a generic market proxy.
- Stress-testing produces actionable insights by reflecting actual exposures.
- One benchmark scales across mandates and powers institutional investment vehicles.
Dive deeper into custom indexes
Make your mark. Build an index.
Standard indexes remain the foundation for measuring the market. When your allocation strategy calls for something more specific, a custom index adds the regional and factor precision it requires.
Learn how custom indexes solve different challenges
Chief Investment Officer
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Head of In-House Investments
Bringing mandates in-house can introduce new risk and raise more questions. Learn how to transition with confidence while maintaining governance.
Portfolio Manager
The wrong index can distort your view of risk and results. See how you can benchmark performance against real portfolio behavior.
Product Developer
Great ideas can lose momentum when launches take too long. Learn how to bring differentiated products to market quickly without sacrificing rigor.
Head of Research
Keep your strongest signals confidential. Learn how to simulate strategies while protecting your methodology.
Structured Products
Bring structured products to market faster with indexes built around your strategy. Learn how to customize with confidence.
Need an index that reflects your beliefs?Let's build it together.
* Data as of June 30, 2026. All ETP data sourced from LSEG Data & Analytics and MSCI internal data.