Waters Rankings 2023: Best performance measurement and attribution system provider—MSCI

Product/service: MSCI BarraOne

Overview

MSCI’s multi-asset class performance analytics models support measurement, attribution, and appraisal of portfolio performance. Portfolio managers need actionable insights that explain their portfolios’ performance and a straightforward and credible explanation for their investors. MSCI’s solutions are designed to help clients monitor and explain daily performance of diverse portfolios and strategies, which is critical to their investment process.

“While the breadth and quality of our risk models is widely recognized, we have focused on enhancing our performance attribution capabilities and partnerships to serve the full range of risk and performance needs of buy-side institutions across asset classes and front- and middle-office teams. The growth of our performance attribution client base confirms the strength of our offering. This award is another great validation of our strengths.”
Jorge Mina, managing director, head of MSCI Analytics, MSCI

The solution

MSCI’s risk and performance analytics are underpinned by decades of investment in market data, risk and valuation models, and are continuously enhanced and expanded to keep pace with market developments and clients’ needs. Granular decomposition of fixed-income and equity asset returns support the front office. Used in combination with top-down analysis of allocation and selection decisions, MSCI offers users a complete assessment for any overview.

Secret sauce

Underpinned by research and a clear understanding of global financial markets, MSCI understands its clients’ needs and their key teams such as CIOs and portfolio managers. The firm’s recent innovations include integration of ESG and private credit, and attribution of portfolios containing distressed debt. It continues to improve and extend its coverage around instrument valuation and invests in the BarraOne platform based on client insights/feedback. 

Recent milestones

  • Ready-to-use fixed-income and multi-asset class performance attribution reports provide actionable insights and facilitate communication with internal and external stakeholders.
  • The ability to upload proprietary single-security analytics enables clients to include their proprietary view/models in the analysis.
  • A new distressed debt model separates return decomposition for fixed-income assets with uncertain future cashflows. 

Future objectives

  • MSCI’s performance attribution models are accessible via order management systems (OMSs) like Charles River and S&P thinkFolio. Portfolio managers can access results directly from their OMS
  • MSCI Insights: Performance attribution results are also available via the firm’s data warehouse. Flexible visualization with a curated set of dashboards delivers actionable insights.
  • MSCI will strengthen its focus on private assets, ESG and climate to address evolving investment needs.
  • The firm will provide support for tagging and tracking trade strategies within a portfolio.

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