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Next filing · Form 10-Q · Q2 2026 · 47 days
Next filing · Form 10-Q · Q2 2026 · 47 daysMethodology Paper · Part III published: Institutional allocation framework and skills decompositionAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 47 daysMethodology Paper · Part III published: Institutional allocation framework and skills decompositionAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
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Workspace · return attribution

Returns Lab: pivot MTM paths to any date

Normalize market-to-market paths to 1.0 at a chosen x-axis date, then compare what was already earned before the pivot with what compounded after it. This is the interactive companion to the article charts: a date-sensitive way to separate realized history from forward path dependency.

Interactive exhibitEducational data
MTM rebase and pre/post return pivot
Move the x-axis pivot date to normalize every line to 1.0 at that point. The chart separates the pre-pivot return path from the forward path a PM would have observed after that date.
2025-08-01

AAPL

Pre-pivot
9.5%
Post-pivot
10.3%
Full window
20.8%

NVDA

Pre-pivot
26.2%
Post-pivot
29.7%
Full window
63.7%

SPY

Pre-pivot
7.3%
Post-pivot
7.7%
Full window
15.5%

Residual

Pre-pivot
0.0%
Post-pivot
1.4%
Full window
1.4%

Next production step: replace this educational series with server-proxied RiskModels.app history endpoints so users can enter any ticker, select an as-of date, and compare gross versus factor/residual paths from the same data lineage as the article charts.

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