During broad rallies, asset correlations converge upwards and index holding dominates. In stagnation, active stock alpha yields higher relative diversification gains.
Quick Preset Allocations
Active Stock Risk Overlay
Alpha & Beta
Replaces standard US Equities allocation with active single-stock parameters to test stock picking in flat markets.
1. Asset Allocations & Volatility
Total: 100%2. Cross-Asset Correlation Matrix
[-1.00 to +1.00]| Asset | Eq | Gold | BTC | Bond |
|---|
3. Efficient Frontier & Risk-Return Plot
Chart.js MPT Engine4. Portfolio Risk & Variance Contribution
Marginal Risk BreakdownMPT Quantitative Synthesis Regime: Index Rally
Real-time mathematical decomposition of portfolio variance and active alpha value creation.
Total Portfolio Variance
0.0000
σ² = wT Σ w
Diversification Benefit
0.00%
∑(wiσi) - σp
Active Alpha Component
0.00%
Added Non-Correlated Return
Optimal Sharpe Frontier Point
0.00
Max (Rp - Rf) / σp
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