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Returns-Based Style Analysis

RBSA Dashboard

Decompose any fund's returns into style factor exposures using Sharpe (1992) constrained optimization. Upload your own monthly return data or explore with pre-loaded examples.

Data: Demo Data 8 funds · 60 months
CSV format guide
Your CSV should have monthly returns as percentages (e.g., 2.34 means +2.34%, not 0.0234). First row = column headers (fund names or tickers). Each subsequent row = one month of returns.

Row order: Most recent month first (row 2), oldest month last. Need at least 12 months, ideally 36–60.

Benchmarks are pre-loaded — your CSV only needs fund return columns. The 7 Russell indices (R1000 Value/Growth, R2000 Value/Growth, Microcap Value/Growth, Cash) are built into the tool.

Example:
VTSAX, FMAGX, My Fund -0.08, 2.84, 1.52 2.86, 2.35, 3.10 3.78, 3.64, 2.95 2.11, 1.20, 0.88 ...
You can export monthly returns from Yahoo Finance, Morningstar, or Bloomberg and paste into a CSV.