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MSCI in Practice: What MAC factors are driving your returns?

As we continue our MSCI in Practice series to bring actionable insight during this unprecedented time, on September 30, 2020 we present: What MAC factors are driving your returns?

Portfolio managers are increasingly employing multi-asset class strategies within custom solutions to meet their clients’ bespoke requirements. These strategies produce exposures that can be difficult to manage and analyze, especially during times of rapidly changing correlations. To draw insight from otherwise complex results, MSCI’s Multi-Asset Class (MAC) Model provides a holistic and integrated risk and performance framework with full coverage across asset classes, and alignment between risk and performance factors. 

During this webinar we will highlight how BarraOne and the MSCI MAC Model allow managers to attribute performance to the same factors used for risk attribution and portfolio construction.

Agenda Topics:

  • Construct MAC portfolios with specific exposures to meet client requirements
  • Examine return contribution and whether exposures paid off using MAC factor performance attribution
  • Understand ex-post MAC factor return contributions in alignment with ex-ante factor risk exposures
  • Tailor the granularity of return drivers captured for single manager analysis, multi-manager, asset allocation, and board-level reporting

September 30, 2020


11:00 a.m. EDT



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