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Solutions
ODIN Platform
A smarter, bolt-on data management and analytics platform for enterprises. Available on-premises or in the cloud, it works with almost any stack, no overhaul required.
Explore ODIN View ODIN Modules
SAYS™ Platform
A cloud-hosted data solution that helps small and medium businesses deploy custom apps—fast. Launch smarter analytics tools with a flexible monthly subscription.
Explore SAYS View SAYS Applications
Book a free product tour
Schedule a free discovery call with one of our solutions architects to understand all the ways we can save your business time and money.
Book Now
Solutions
- ODIN Platform
- SAYS Platform
About
Resources
- Videos
- Knowledge Hub
Newsroom
Schedule Demo

Multi-Period Decision Attribution

Research & White Papers

Brinson Attribution was originally conceived as a single-period evaluation of the impact of sector effects vs. issue effects. Its development has moved along two dimensions. The first is its expansion to include multiperiod evaluations. The second is toward a clearer understanding of its purpose as an evaluation of controllable investment decisions.

Multi-Period Decision Attribution

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Net-Of-Fee Performance Calculations

Written by the CFA Society NY's Performance & Risk Analytics Committee--Krista Harvey, CFA, CIPM , Andre Mirabelli, Ph.D.-- This paper is intended to help investment professionals by articulating common and acceptable industry practices as they relate to the calculation of timeweighted returns for a portfolio of investments on a net-of-fee basis...