One input. Four academic models.
Cross-validated under different assumptions.
Don't act on a single model — Markowitz diagnoses how efficient your current weights are, CAPM separates the part of your return the market explains from the part it doesn't, and Fama–French decomposes whether the return is true alpha or simple factor exposure.
Markowitz
Find out how efficiently your portfolio earns returns relative to the risk it carries.
Fama–French 3F
Decompose your return into three factors to see which one is the main driver.
CAPM
Find out how closely your portfolio moves with the market, and how much of its performance the market does not explain.
Fama–French 5F
Add profitability and conservative investment on top of the 3 factors to dig deeper into what drives your return.
Picked a model? Enter your portfolio.
We run one model at a time. You can chain other models from the result page, and everything is collected on the dashboard.