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Institutional-grade portfolio intelligence
Turn holdings into a decision engine
Daily factor attribution, smart money tracking, and proactive risk flags. See what drives returns and what to do next, in minutes.
Read-only brokerage accessFree plan, no expiryPublished methodology
Where the return came from
Demo portfolio · 65 trading sessions through Oct 13, 2026
Live data
Total return
-0.3%
- Market Beta+6.8%
- Value Tilt-2.0%
- Momentum+1.8%
- Other Factors-3.5%
- Your Alpha-3.3%
Factors contributed +3.1% and stock picking cost 3.3%.
Open the demo portfolios19
factors in the risk model, refreshed daily
12,000+
financial institutions connect through Plaid
13F
institutional holdings, every quarter
Same day
Form 4 insider signals
Performance Attribution
Know What's Really Driving Your Returns
Separate stock-picking skill from what the market and your factor tilts handed you.
Factor-Based Decomposition
Break down returns into market beta, value, momentum, and 15 other style/sector factors.
Isolate Your Alpha
After removing factor effects, see exactly how much comes from your stock-picking skill.
Track Over Time
Monitor how your attribution changes across market cycles to refine your strategy.
Total return
-0.3%
Realized market-factor return over the window, including the portfolio's beta tilt — the part you could have captured with broad index exposure.
Contribution of the portfolio's value exposures (book-to-price, earnings yield, dividend yield) times realized factor returns.
Contribution of momentum and short-horizon reversal exposures times realized factor returns.
All remaining style-factor contributions: size, volatility, growth, leverage, liquidity, short interest, and institutional-ownership factors.
Residual specific return after removing every factor contribution — the stock-picking component.
Bars to the right added to the return; bars to the left took from it. Select a row to see what it measures.
Realized decomposition over 65 trading sessions ending 2026-10-13: daily factor exposures × daily cross-sectional factor returns, alpha as residual. Covers 9 of 10 demo holdings (ETFs and series with unresolved corporate-action data excluded). The window starts at the factor model's 2026-07-14 method change; earlier factor returns use superseded definitions.
19-Factor Risk Model
What Your Portfolio Is Exposed To
Live style exposures for the demo portfolio, measured against the market. Select a factor to see what it means.
Smart Money Intelligence
Follow the Best Investors
Track institutional managers via SEC 13-F filings. Our proprietary Holder IQ scoring identifies consistently skilled managers.
Insider Trading Intelligence
Decode Insider Signals
Form 3/4/5 parsing as filings land, with role-weighted scoring that separates noise from signal.
Deep Intelligence Analysis
Beyond the Headlines
Advanced behavioral analysis: late filing detection, trading plan scrutiny, timing patterns, and multi-insider cluster detection.
Filing Analysis
Catch Red Flags Early
Deterministic scanners read 10-K, 10-Q, and 8-K filings for going-concern language, auditor changes, and other warning signs.
Prioritized Alerts
Focus on What Matters
A ranked queue surfaces the positions that need your attention most, ordered by severity, recency, and position size.
Portfolio Health
Your Midas Health Score
A single composite metric that grades your portfolio across factor balance, holder quality, insider sentiment, and diversification.
Simple Setup
Get started in minutes
Connect your brokerage account and let Midas Edge do the heavy lifting.
Step 1
Connect Your Brokerage
Securely link your accounts via Plaid. We support 12,000+ institutions including Robinhood, Schwab, and Fidelity.
Step 2
Get Instant Analysis
Our 19-factor model analyzes your portfolio in milliseconds. See factor exposures, smart money signals, and red flags.
Step 3
Make Smarter Decisions
Receive prioritized alerts, understand what's driving your returns, and act with institutional-grade intelligence.
Simple Pricing
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