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Single-Period Performance Attribution for Private Capital
Dec 1, 2018
In this paper, we develop a methodology for single-period Brinson-style attribution of private-capital returns. We also apply the methodology in two case studies — each addressing buyout, venture-capital, and real-estate funds — to demonstrate insights on the sources of portfolio returns.
This paper was originally published on Burgiss.com. MSCI acquired The Burgiss Group, LLC in October 2023.
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Research authors
- Luis O’Shea, Executive Director, MSCI Research
- Vishv Jeet
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