![]() ![]() MSCI’s most recent Factor Focus paper on Momentum highlights how, “on a historical basis, the momentum factor has been one of the strongest generators of excess returns”¹. Since its academic discovery in 1993, Momentum investing has received little praise from the investing community despite posting impressively consistent outperformance relative to other commonly used factors (e.g., Value and Size). ![]() It is not often that you get to compare investment concepts with a Disney movie, but when it comes to Momentum strategies, a Cinderella story comes to mind. Featured in the Georgia Association of Public Pension Trustee’s Quarterly Publication in July, 2021.
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