Portfolio Optimizer
Markowitz Mean-Variance Optimization — find the mathematically optimal allocation across your watchlist.
Configure Optimization
AAPL
MSFT
NVDA
GOOGL
TSLA
JPM
SPY
Running optimization…
Computing efficient frontier and Markowitz weights.
Efficient Frontier
Each point is a portfolio sampled from the feasible space. The curve is the efficient frontier — minimum volatility for each return level. ★ = max-Sharpe (tangency) portfolio. ◆ = min-variance portfolio.
★ Max-Sharpe Portfolio
◆ Min-Variance Portfolio
Correlation Matrix
Pairwise Pearson correlation of daily returns. Deep green = high positive correlation, deep red = negative.