Compare Portfolios

Learn how modern portfolio theory works

New Strategy

Run portfolio optimizations including max Sharpe ratio, min variance, risk parity, max diversification, hierarchical risk parity, and value at risk. Edit stock weights to improve performance.

Saved Strategies

Edit strategies or run backtests for all strategies over the same date range to compare their performance.

Efficient Frontier

Visualize the efficient frontier and the attainable set of portfolio return-volatility combinations. Compare these optimal portfolios to investing in individual stocks.

Correlation Matrix

Visualize asset correlations in a colorful matrix.