Markowitz mean-variance · S&P 500

Markowitz Stocks

Pick your stocks and let real market history find the mix with the best return for its risk — the maximum-Sharpe and minimum-variance points on the efficient frontier.

Select Stocks Search the S&P 500 · up to 12

Lookback

0 / 12 selected

What you’ll get

1 Stocks & Risk
2 Correlations
3 Frontier + Optimal

Selected Stocks — Return & Risk

Asset	Bars	Ann. Return	Ann. Volatility

Correlation Matrix Daily returns · aligned dates

Efficient Frontier & Optimal Allocation

Every dot is one simulated long-only portfolio, placed by its historical risk (x) and return (y) and shaded by risk-adjusted return (Sharpe). The two optimal mixes and each single stock are marked — the optima sit up-and-left of the individual stocks, which is the diversification benefit made visible.

Low Sharpe High Sharpe

Max Sharpe Min Variance Single stock

Optimal Allocation Long-only · historical · not a forecast

Risk-free rate %

The return of a near-riskless asset, used only to compute the Sharpe ratio. Editable — changing it re-optimizes Max Sharpe on the already-fetched data (no re-fetch).

Max per stock %

Caps how much can go into any single stock, so the optimal mix stays diversified instead of piling into the best past performer (which overfits history). 100% = no cap.

Your Portfolio vs Optimal enter your own weights — your point is plotted on the frontier