• Performance Attribution White Paper🔍
• Performance attribution🔍
• Performance Analysis and Attribution with Alternative Investments1🔍
• An introduction to performance attribution through a factor lens🔍
• A FLEXIBLE BENCHMARK|RELATIVE METHOD OF ATTRIBUTING ...🔍
• MFS Equity Quantitative Research Performance Attribution🔍
• Performance attribution in private equity🔍
• Equity Performance Attribution Methodology🔍

Performance Attribution White Paper - Interactive Brokers

Performance attribution is a tool used to evaluate portfolio managers that decomposes the account's return vs. an appropriate benchmark. The analysis ...

Performance attribution

This white paper provides an overview of what performance attribution is and how it works and contrasts two of the more popular models to calculate equity ...

Performance Analysis and Attribution with Alternative Investments1

This white paper provides a summary of existing methods and current research on performance analysis and attribution for complex portfolios that include ...

An introduction to performance attribution through a factor lens

With this concern in mind, in this white paper we take a closer look at performance analysis through what we call a “factor lens”. Specifically, we examine an ...

A FLEXIBLE BENCHMARK-RELATIVE METHOD OF ATTRIBUTING ...

Performance, risk, and senior management teams use attribution to conduct portfolio performance reviews and risk ... this paper. A basic way to define the ...

MFS Equity Quantitative Research Performance Attribution

MFS employs the FactSet system to calculate performance attribution for equity and asset allocation portfolios using the widely accepted Brinson-Fachler ...

Performance attribution in private equity - Capital Dynamics

White Paper – Performance attribution in private equity | April 2016. 2. Abstract. Evaluating and quantifying the strengths and weaknesses of the investment ...

Equity Performance Attribution Methodology - Morningstar

Morningstar Methodology Paper. March 16, 2009. ©2009 Morningstar, Inc. All rights reserved. ... Performance attribution analysis consists of comparing a ...

PERFORMANCE ATTRIBUTION

Fama's (1972) “Components of Investment Performance” is the first paper to seriously analyse the sources of return of an investment portfolio and, therefore, ...

Performance, Attribution and TCA whitepapers and research reports

TCA and fair execution. The metrics that the FX industry must use. This white paper proposes the blueprint for FX TCA methodology that enables market ...

Multi-Period Performance Attribution: Framework for an Allocation ...

Exhibit 1 shows the Brinson model that is used for understanding the sources of active performance. The bottom right quadrant (Q1) shows the benchmark return as ...

Performance Analysis and Attribution with Alternative Investments

This white paper provides a summary of existing methods and current research on performance analysis and attribution for complex portfolios.

Identifying A Sponsor's Impact on Total Returns Performance ...

White Paper. Page 2. 2. Identifying A Sponsor's Impact on Total Returns: Performance Attribution for the Total Portfolio. ©2010 Morningstar, Inc. All rights ...

Performance Attribution: History and Progress - Semantic Scholar

2022. Executive Summary • This white paper provides a summary of existing methods and current research on performance analysis and attribution for complex ...

Performance Attribution: History and Progress

The objective of performance attribution is to explain portfolio performance relative to a benchmark, identify the sources of excess return, ...

Equity Attribution Whitepaper - Confluence Technologies

Equity attribution quantifies the relationship between a portfolio's excess return and the active decisions of the portfolio manager.

Performance measurement and attribution - Ortec Finance

Download our latest whitepaper: The paper discusses the currency dimension from the perspective of performance measurement and attribution. How should we ...

Performance attribution - Wikipedia

Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance ...

Get the Aligning Risk & Return White Paper - FactSet

A Brinson-based framework can lead to issues of interpretation while a risk-based performance attribution model does not account for the proprietary alpha ...

Factor investing: understanding your performance!

Read our paper PERFORMANCE ATTRIBUTION FOR MULTI-FACTORIAL EQUITY PORTFOLIOS ... Portfolio perspectives | White paper - 3 Min. Artificial ...