The portfolio tools institutions use, free for individuals
Professional investors use forward-looking capital market assumptions, mean-variance optimization, and Monte Carlo simulation to build portfolios. Now you can too, without paying for expensive software or hiring an advisor.
What you can do
Optimize Your Portfolio
Find the best asset mix for your risk tolerance using 5 different methods
Test Your Retirement Plan
Run 10,000 simulations to see if your savings will last
Size Your Bitcoin Position
Data-driven answer to 'how much Bitcoin should I hold?'
Backtest With Bitcoin
See how adding Bitcoin would have affected your portfolio since 2015
DCA Calculator
What would dollar-cost averaging into Bitcoin have returned?
Global Valuations
Which stock markets are cheap or expensive right now?
Why forward-looking data matters
Most free tools optimize portfolios using historical returns. The problem: past performance is not predictive of future performance, especially when valuations and interest rates have changed dramatically.
Portfolio Lab uses J.P. Morgan's 2026 Long-Term Capital Market Assumptions. These are the same forward-looking return estimates used by pension funds, endowments, and sovereign wealth funds managing trillions. They factor in current valuations, rate expectations, and economic conditions instead of simply extrapolating from history.
You do not need to be an expert
Each tool explains what it does and why in plain language. You choose your assets, set your constraints, and the platform does the quantitative work. If you want to go deeper, the full methodology is documented.
Your data stays on your device
Every calculation runs in your browser. Nothing is sent to a server. Your portfolio, your allocations, your retirement projections stay on your machine. No account required for most tools.
What self-directed investors get wrong
The most common mistake is optimizing on the past. Free tools that rank portfolios by historical return implicitly assume the last 15 years will repeat — a period of falling rates and expanding valuations that is unlikely to. Build on forward-looking assumptions instead and the optimal portfolio often looks quite different.
The other recurring errors are behavioral: chasing whatever recently went up, holding so many funds that you have quietly recreated the index at higher cost, and never rebalancing, so a mix you set at 60/40 drifts to 75/25 after a long bull run. Tools will not fix discipline, but they make the drift visible.
A simple workflow
You do not need to start from a blank page:
- 1.Start from a reference allocation — one of the model portfolios is a sensible anchor.
- 2.Optimize it for your risk tolerance in the portfolio optimizer.
- 3.Stress-test it with Monte Carlo simulation to see the range of outcomes, not just the average.
- 4.Size satellite positions like Bitcoin deliberately with the allocation calculator.
- 5.Rebalance on a schedule, not on emotion.
How it compares to robo-advisors and paid tools
A robo-advisor makes the decisions for you from a short questionnaire and charges roughly 0.25% a year to do it. Paid research tools give you control but run on historical data and cost a monthly fee. Portfolio Lab sits in between: institutional methods and forward-looking data, free, with you in control. See the full Portfolio Lab vs Portfolio Visualizer comparison or why it ranks among the best free portfolio optimizers.
Start with the optimizer
Pick your assets. Choose a method. See the optimal portfolio in seconds.
Try it free