Look's good! We've maximized Sharpe ratio for your portfolio, you'll get the best performance with:

MSFT 59.41%
PBH 40.59%
T 0%

For example, you should buy 7 MSFT , 29 PBH , and 0 T stocks.

* Please note, stocks with unsufficient performance or high volatility have less weight or even zero-weight in portfolio optimization by Sharpe ratio.

Wonder how balanced portfolio beats average one?

If you had invested $1000 on 2020-12-01 you could have earned today

$282
vs
$577
28%
58%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 29.39% 59.76%
Risks (Volatility) 14.27% 0.16%
Sharpe Ratio 0.37 220.44
1-Year Performance 28% 58%

Rebalance more or check out rebalancing history.