Phrases with «performance attribution»

Performance attribution refers to a method of evaluating and understanding how well an investment or portfolio has performed. It looks at the different factors that contributed to the investment's success or failure, such as asset allocation, market timing, and individual security selection. It helps investors determine which decisions or actions impacted the performance the most. Full definition

Sentences with «performance attribution»

  • They also use our models and performance attribution tools to understand the drivers of return in their portfolios. (msci.com)
  • In contrast, the mixing methodology exhibits stronger performance when the portfolio is more diversified, facilitates reallocation across factors, and reduces performance attribution analysis to a straightforward algebraic exercise using the classic Brinson model. (researchaffiliates.com)
  • However, it is not always so easy to report and analyze risk and performance attribution on the same platform and along the same dimensions (msci.com)
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