Build a benchmark that measures what matters
See how a Portfolio Manager can use MSCI Custom Indexes to gain a better understanding of active risk and performance attribution.
A benchmark built around how you actually invest
Your portfolio is shaped by factor tilts, sector positions and exclusion screens. A benchmark designed around those same decisions can give active risk and performance a clearer, more specific point of reference.
Without that alignment, it’s difficult to understand whether results are driven by market movement or your specific investment approach.
- Portfolio performance becomes harder to evaluate against your strategy.
- Active risk measured against a broad market index captures market movement broadly, while a benchmark aligned to your strategy adds a more specific layer of insight.
- Attribution is difficult to assess when the benchmark and portfolio are built to meet different objectives.
MSCI Custom Indexes offer precise attribution analysis
Create a custom index that matches your actual approach, incorporating your factor tilts, sector positions, exclusion screens and regional weightings. Those investment decisions become transparent index rules, creating a benchmark that measures risk and performance against the same methodology that shapes your portfolio.
- Portfolio construction is reflected directly in index methodology.
- Index design incorporates the exposures that define your investment approach.
- Sustainability constraints and climate criteria can be integrated directly, not applied as an overlay after construction.
Now, risk and results have the right context
Analysis begins from a more specific reference point. Your benchmark provides a clear view of active risk and performance. It offers clearer context for whether your investment strategy is performing as intended.
- Active risk is measured against real portfolio behavior, not broad market assumptions.
- Performance attribution shows exactly what's driving results.
- Portfolio insights become more relevant to the way you actually invest.
Dive deeper into custom indexes
Make your mark. Build an index.
Standard indexes remain the foundation for measuring the market. When your strategy calls for something more specific, a custom index adds the attribution clarity your portfolio requires.
Learn how custom indexes solve different challenges
Head of Asset Allocation
Allocations can look right on paper — until they run against real exposure. See how you can test benchmark configurations before committing capital.
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.
Chief Investment Officer
Strong governance starts long before the board meeting. Learn how to build it into your index from the beginning.
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.