Challenges Building A Performance & Attribution Application

Opturo–Andre Mirabelli, Ph.D.– Building a robust ex post Performance and Attribution system involves a number of difficult challenges. It requires careful attention to a number of particular considerations and their convoluted interactions in order to consistently provide economically meaningful results, and not formally motivated calculations that are hidden behind familiar sounding names.

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Challenges Building A Performance & Attribution Application

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A bi-weekly challenge from Andre Mirabelli & Opturo (November 9, 2020)

How should a performance modeler address the following? What criteria should be used to decide between different methods of iteration, including the seeding procedure, for the calculation of IRR? This is especially relevant if it turns out that different iteration procedures give significantly different resulting IRR values a non-negligible portion of the time. For example, would…

Reliably Actionable Investment Analysis Of Yourself

Opturo provides the best of breed analysis of the impact of each of the actual decisions that created investment results.
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The Limited Efficacy Of Elementary Brinson Attribution

Read Dr. Andre Mirabelli's explanation of the limitations of Elementary Brinson Attribution. An Excel example can be found above.
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