Performance Measurement & Attribution

Asset managers, consultants, plan sponsors, and institutional investors need to understand where their investment strategies have succeeded and where they have fallen short. These professionals also need to understand precisely the strengths and competitive advantages of their approach, and they need to be able to communicate these strengths and advantages clearly and accurately. This information must be pertinent to the investment strategy and approach, and it must be timely so that appropriate action can be taken quickly.

Aegis Performance Analyst, a key component of the Barra Aegis System, allows portfolio managers, right at their desktops, to identify the drivers of volatility and returns in their portfolios so they can deliver optimal risk-adjusted performance. The Aegis system is powered by Barra's industry-leading multiple-factor risk models to provide a clear, granular view of the fundamental sources of risk and return. Learn more about the Barra Aegis Performance Analyst.

The completeness and breadth of the MSCI indices enable investors to analyze the source of their portfolios' performance in many different ways, by country or region, by style, sectors or size, or down to security level. MSCI Barra can also customize indices to reflect unique investment or hedging objectives. MSCI Indices and underlying constituent data are available either directly from MSCI Barra or through a wide range of third party vendors.

The market-leading Global Industry Classification Standard (GICS®), and its related GICS Direct product, allow investors to easily implement a consistent and granular classification across multiple portfolios. Learn more about GICS.