Acquiring signal…
Portfolio tool
back homeCH-07 · live
Scope · the idea
stage 1 of 4
starting point
A dataset of five numbers
1, 2, 3, 4, 5
CH-07.2rack 01 · fund picker
now with real funds
Build a portfolio from the 45-fund universe
Pick funds, set weights, and watch effective N — the same math from the animation above, running live on real NAV history.
Try it: start all-equity, then add one low-correlation fund and watch what happens to the number on the right.
Pick a few funds below, or tap a preset. Every number on the right updates as you go.
Large Cap
Flexi Cap
Large & Mid Cap
Mid Cap
Small Cap
Multi Cap
ELSS
Value / Contra
Focused
Index
Hybrid
Debt
International
Select at least one fund with a nonzero weight to see stats.
correlation heatmap
Each square shows how closely two funds move together, scaled to the spread actually present in your current selection. Bright amber = they rise and fall almost in lockstep. Dark teal = one goes its own way. A portfolio that's all bright squares isn't as diversified as it looks.
moves togethermoves independently
Select at least two funds to see their correlation heatmap.
Educational, not investment advice. Fund names are examples from the dataset, not recommendations.
CH-07.3under the hood
How this tool actually gets its numbers
Pipeline
Fund identities and NAV history are resolved offline against mfapi.in and baked into a static JSON file. Nothing is fetched live — the browser only does arithmetic against a trusted, pre-verified blob.
Math engine
Correlation, covariance, Jacobi eigen-decomposition, and effective-N all run client-side in plain JS, ported from a Python reference implementation and checked against it — 14/14 tests passing in both languages.
Dataset
45 funds across 13 categories, 164 months of month-end NAV history (Jan 2013 – Aug 2026), hand-verified scheme codes rather than guessed ones.
Engineering log
25 data-quality and implementation gotchas found and fixed along the way — wrong scheme codes, a 100x face-value consolidation, a Map-vs-object ordering bug — logged in the open.
read GOTCHAS.md