MSBuild can be successfully built on Windows, OS X 10.11, Ubuntu 14.04, and Ubuntu 16.04.
Mono maintains a fork of msbuild (for now) at https://github.com/mono/msbuild/. You can clone that and use the xplat-master branch or mono-2018-04 for the next release branch.
Required packages for OSX & Ubuntu
MSBuild requires a stable version of Mono to build itself.
make
If you encounter errors, see Something's wrong in my build
make test-mono
./install-mono-prefix.sh </your/mono/prefix>
The best way to get Mono MSBuild for OSX/macOS is to get the official Mono package. After installing it, you can run msbuild.
For Linux, you can install mono and msbuild from here.
See debugging options here.