# Aggregation to MSCI world return from subindicies

I have Bloomberg Data PX_LAST for the MSCI world (MXWO Index). I also have Bloomberg Data PX_LAST for all subindices for the MSCI world. My goal is to compute from the subindices the return of the index. I tried log and percentage returns and aggregating based on these formulas. I weighted them like that, $$\textrm{weight Subindex}_i=\frac{\textrm{PX_LAST}_i}{\sum\textrm{PX_LAST}_j}$$

Unfortunately, the results do not match the returns of the index itself.

Where can I find information on how the MSCI world index is aggregated from its subindices?

Does anybody know how they are aggregated?

I found this link https://www.msci.com/index-methodology but wasn't lucky finding any info there either.