Adjust model portfolio "Weights" to reflect the current weights since last rebalance
Under Consideration
The weights that we display, always show the target weights which are accurate at rebalance time, but drift after those periods. We could determine the accurate weights each time we calculate portfolios by using a formula to re-index each holding's weight based on it's current MTD or QTD return.
This would be helpful to see the current drift as well as a better understanding of how much each position is affecting returns.
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