Regime Alpha
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A clearer view of your portfolio

Markets change.
Understand what
changes for you.

Connect your holdings to the conditions around them. Explore market regimes, see what carries risk, and keep the evidence behind your decisions.

Request access Explore real data

For investors, advisers and small investment teams.

The context behind your portfolio

Observed data

When conditions change,
the picture changes.

US inflation · year over yearFederal funds rate
Observed US inflation and federal funds rate, January 2020 to August 2026. Missing observations remain gaps.
CPI inflation · YoY
3.35%
Effective policy rate
3.63%
Unemployment
4.1%

August 2026 observations · retrieved 14 September 2026

Actual monthly observations · Fed & BLS via FRED · retrieved 14 Sep 2026. Sources and values

Economic context, not portfolio returns or a live feed.

From market context to portfolio questions

Know what to look at.
And why it matters.

01

See the market backdrop.

Compare historical market states with the variables you choose. Check how each variable is transformed and what the diagnostics say.

02

Find your risk drivers.

See how capital weights differ from risk contributions, and compare the same portfolio across estimated regimes.

03

Keep a useful record.

Explore the charts, inspect the source evidence and export a review you can revisit. Your completed analysis stays intact while you edit.

Your first review

Start with what
you already hold.

One route through your portfolio. Deeper diagnostics are there when you want them.

See the short guide
  1. 1

    Enter your holdings

    Add tickers and weights in Overview.

  2. 2

    Choose your variables and build

    Set features, transformations and dates in Research.

  3. 3

    Compare risk

    Build exposures, then the risk analysis in Portfolio risk.

  4. 4

    Save your review

    Export the summary and saved run in Review / export.

Evidence you can inspect

Powerful analysis.
Visible assumptions.

Portfolio history, measured exposures and probability-weighted risk comparisons, with the dates, transformations and data sources attached.

Supports long-only USD portfolios with supported equity/ETF history and explicit cash treatment. Historical estimates describe the sample; they do not predict returns.

Does the public example use real data?

Yes. It uses published Federal Reserve and Bureau of Labor Statistics observations, with downloadable values and source links. It shows economic history, not an investment track record.

Can I change the model’s inputs?

Yes. Choose your variables, dates and model. Recommended transformations apply on Build; compatible custom transformations are available. Your previous completed result remains saved.

How should I interpret a regime?

As a model-defined historical state. Membership probability is not forecast confidence, and a historical risk difference is not a promise of diversification or performance.

Built by Joe Bunster

Bring your portfolio.
Leave with better questions.

Tell me what you want to understand. I’ll confirm availability and the account to use.

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Applied mathematics and quantitative modeling, brought to portfolio review.

Joe’s background