← Back to list
Colossus (Invest Like the Best / Business Breakdowns)Podcast20 Sep 2016Source: traffic.libsyn.comHost: Patrick O'Shaughnessy

Michael Mauboussin – Active Asset Management - [Invest Like the Best, EP.02]

In plain words

This piece explains why active fund managers are finding it harder to beat the market. Mauboussin argues that as weak players leave, only skilled ones remain, making luck matter more—a 'paradox of skill.' He advises buying stocks with low expectations but solid fundamentals, like Amazon (high gross margins despite high valuation), Ralston Purina (value-creating buybacks), and Berkshire Hathaway (insurance float lets it buy during panic).

AI SummaryAI-generated · may contain errors · verify against the original

Michael Mauboussin (Managing Director and Head of Global Financial Strategy at Credit Suisse) discussed the current state of the active asset management industry, the various stages of the investment process, and the potential advantages of outperforming the market. The core argument is that active

~10 min full read · 9 sections
Deep Analysis

At a Glance

Michael Mauboussin (Managing Director and Global Head of Financial Strategy at Credit Suisse) discusses with Patrick O'Shaughnessy the current state of the active management industry, the stages of the investment process, and the potential advantages of beating the market. Core judgment: Active management faces a "skill paradox"—as weaker players exit and stronger ones remain, the relative skill gap narrows, while the role of luck actually increases, making active management harder rather than easier than in the past.


I. The Core Contradiction of Active Management: Creating Efficiency While Destroying Excess Returns

Mauboussin argues that the social function of active management is to gather information and accurately reflect it in prices, thereby creating market efficiency. However, the more successful active management becomes, the harder it is for it to generate excess returns.

  • Active management creates a "positive externality": Passive investors can enjoy the market efficiency driven by active managers for free. Without the price discovery mechanism of active management, index funds could not operate at fees of 5-10 basis points.
  • Citing the Grossman-Stiglitz (1980) framework: Information gathering is costly, and there must be sufficiently large "inefficiencies" to incentivize active managers. If active management is too large and its fees too high, and the opportunities are insufficient to support its economic model, a contraction will occur.
  • Key question: The global stock market is enormous, but how large must the "inefficiency" be for active and passive management to reach equilibrium? Mauboussin believes this is the core of the analytical framework, rather than providing a specific number.

II. The Paradox of Skill: Weak Hands Exit, Strong Hands Face Greater Difficulty

Mauboussin introduces the "Paradox of Skill": When the overall skill level of participants rises, the relative skill gap narrows, and the role of luck actually increases.

  • Mechanism: A large number of weaker investors (retail investors, unsophisticated institutions) shift to passive investing, leaving the players in the active management space to be, on the whole, smarter and more professional. Absolute skill levels rise, but the relative skill gap narrows.
  • Consequence: The difference between the top performers and the average becomes smaller, and outcomes are increasingly determined by luck. "So it's not easier; it's harder."
  • Supplement: Mauboussin quotes Kane's famous saying – "Worldly wisdom teaches that it is better for reputation to fail conventionally than to succeed unconventionally." Career risk leads managers to favor "closet indexing," further compressing the space for differentiation.

III. The Expectations Investing Framework: Finding the Gap Between Fundamentals and Expectations

Mauboussin elaborates on his core framework, "Expectations Investing": Stock prices reflect expectations for future financial performance, and the investor's task is to find the gap between fundamentals and expectations.

  • Three steps:

1. Stock prices reflect a set of expectations for future financial performance (this is true for all asset prices).

2. Determine the true fundamental performance through strategic and financial analysis.

3. Find the "mismatch" between the two.

  • Core view: "All investing ultimately comes down to buying with low expectations. The difference between growth investing and value investing is not that great – the common denominator is low expectations."
  • Common mistake: Investors buy when fundamentals are good (expectations are already high) and sell when fundamentals are poor (expectations are already low). The expectations investing framework forces investors to take a step back each time and compare "fundamentals vs. expectations."
  • On P/E multiples: Mauboussin cites the Miller-Modigliani (1961) valuation framework, decomposing enterprise value into "steady-state value" (the perpetuity value of current earnings) and "the present value of future growth opportunities." Over the past 55 years, roughly two-thirds of the S&P 500's value has come from the steady state, and one-third from future value creation.

IV. Capital Allocation: The Most Overlooked Analytical Tool

Mauboussin believes capital allocation is one of the most overlooked yet valuable tools in analyzing a company, and he specifically discusses three types of stock buybacks.

  • Three types of buybacks:

1. Market Efficiency Type: The company buys back regularly and mechanically, believing the market is efficient, and over the long term, it "will break even in the shuffle."

2. Intrinsic Value Type: The company truly understands its own value, buys with high conviction when it is cheap, and stops when it is expensive – such as Ralston Purina's CEO Bill Stiritz, whose buyback signals investors could almost follow.

3. Misaligned Incentive Type: Buybacks are conducted to offset option dilution, boost earnings per share, or increase ROE (tied to bonuses), ignoring economic substance.

  • The cyclicality of buybacks: Like M&A, buybacks peak at market highs (when companies are flush with cash), not when prices are low – this is classic "buy high, sell low" behavior.
  • Dividends vs. buybacks: Mathematically almost equivalent, but psychologically completely different for management – dividends are seen as a quasi-contract (sacrosanct), while buybacks are seen as a way to handle "residual funds."

V. Sources of Investment Advantage: Behavior + Analysis + Organization

Mauboussin argues that the sustainable advantage of an active manager comes from a combination of behavioral discipline, analytical skill, and organizational structure, not from a single dimension.

  • Three sources of "non-fundamental selling" opportunities:

1. Competing with retail investors: When a large influx of retail investors enters the public U.S. market (e.g., the late 1990s), institutions have a significant opportunity.

2. Forced selling: Margin calls, banks reducing risk-weighted assets, spinoffs – the abnormal returns from spinoffs persist, even though the literature has existed for years.

3. Diversity breakdown: When all investors adopt the same decision-making rules and the same time horizon, market efficiency declines – this is a concentrated manifestation of behavioral biases.

  • Quoting Seth Klarman: "The core of value investing is the combination of contrarian thinking and a calculator." Contrarian thinking allows you to consider directions opposite to the consensus, and the calculator allows you to verify whether the valuation is reasonable.
  • On intuition: Mauboussin distinguishes between "experience" and "expertise" – experience is doing something for a long time, while expertise is having a predictable model. In non-linear, unstable market environments, the reliability of intuition is extremely low.

VI. Portfolio Construction: The Overlooked "Betting Method"

Mauboussin believes the industry has invested heavily in "finding an edge" but insufficiently in "how to bet" (portfolio construction), and the Kelly Criterion is an undervalued tool.

  • Portfolio construction should answer three questions:

1. What is your edge? Is it a large number of small opportunities or a few large ones?

2. What is your goal? Maximize wealth at a certain point in time, or compound wealth continuously?

3. What are your constraints? Drawdown limits, sector limits, leverage limits, trading limits?

  • The Kelly Criterion: Proposed by Bell Labs physicist John Kelly in the 1950s, its core is that "bet size should be proportional to the information advantage." Ed Thorp (author of Beat the Dealer) applied it to blackjack and later to investment management, generating remarkable returns.
  • Pure Kelly can lead to severe drawdowns; "partial Kelly" can be used to smooth volatility.
  • Analyst-managed funds vs. fund manager-managed funds: Research shows that within the same fund family, analyst-managed funds (subject to sector constraints, pure stock-picking) outperform fund manager-managed funds – this may be related to the method of portfolio construction.

Mentioned Positions

Position Guest Stance Key Data
S&P 500 Index Neutral (discussed as a benchmark) Over the past 55 years, roughly 2/3 of value comes from steady state, 1/3 from future growth
Amazon Slightly Positive (as a case study) Traditional valuation multiples are high, but Novy-Marks' gross margin metric ranks in the top quartile
Ralston Purina Positive (as a model of capital allocation) CEO Bill Stiritz is a case study in The Outsiders; share buyback signals can be followed
Berkshire Hathaway Positive (as an advantage in capital sourcing) Insurance float provides continuous capital, deployable during market panics
Baupost (Seth Klarman) Positive (as a model of client management) "Good clients are those who cash our checks when we send them and write checks when we ask"

Judgments Worth Remembering

1. "The Skill Paradox" (Mauboussin): In active management, weaker players exit while stronger ones remain, so absolute skill rises but relative gaps shrink, making luck a bigger factor—"it’s not easier, it’s harder."

2. "All investing boils down to buying at low expectations" (Mauboussin): The common denominator of growth and value investing is low expectations. High-expectation growth stocks can still offer opportunities (if expectations are not high enough), but low expectations are a more reliable starting point.

3. "The core of value investing is the combination of contrarian thinking and a calculator" (citing Klarman, endorsed by Mauboussin): Contrarian thinking lets you consider directions opposite to consensus, while a calculator lets you verify whether valuations are reasonable—both are indispensable.

4. "Experience ≠ Expertise" (Mauboussin citing Greg Northcraft): Experience means doing something for a long time; expertise means having a predictable model. In nonlinear, unstable market environments, intuition is highly unreliable.

5. "Analyst-managed funds outperform manager-managed funds" (Mauboussin citing academic research): Within the same fund family, analyst funds that are sector-constrained and purely stock-picking perform better—possibly related to portfolio construction methods.

6. "Three types of buybacks" (Mauboussin): Market-efficiency type (mechanical buybacks), intrinsic-value type (high-conviction buybacks at low prices), and ill-intentioned type (buybacks to boost EPS/ROE). Only the second creates value.

7. "Dividends and buybacks are mathematically equivalent but psychologically completely different" (Mauboussin): Management treats dividends as quasi-contracts (sacrosanct) and buybacks as residual cash disposal. Investors can generate more tax-efficient cash flow through "homemade dividends" (selling a small number of shares).

8. "Portfolio construction is the neglected way to bet" (Mauboussin): The industry invests heavily in "finding an edge" but insufficiently in "how to bet." The Kelly criterion (bet size proportional to information advantage) is an underappreciated tool, but pure Kelly leads to severe drawdowns; fractional Kelly can be used.