VOL. XCIV, NO. 247

★ A CURATED DIRECTORY OF FINANCIAL TOOLS AND RESOURCES ★

PRICE: 0 CENTS

Friday, December 26, 2025

Home My Collections

Tool Comparison

MesoSim vs PortfoliosLab comparison

Compare pricing, supported platforms, categories, and standout capabilities to decide which tool fits your workflow.

Quick takeaways

MesoSim adds Options & Derivatives, Paper Trading, AI, and AI Chat coverage that PortfoliosLab skips.

PortfoliosLab includes Portfolio, Watchlist, Correlation, Risk Metrics, Factor Exposure, Stock Comparison, ETF Comparison, Screeners, ETF Screeners, Quant, and Data APIs categories that MesoSim omits.

In depth comparison

MesoSim

mesosim.io

Options strategy backtesting SaaS with low-code strategy definitions, observability (events log), risk graphs/Greeks, margin reporting, an options valuation model/solver, and an implied-volatility surface viewer. Plan gating: Free includes 25 runs; Standard ($1000/yr) unlocks unlimited SPX + BTCUSD/ETHUSD options backtests plus sharing/exports and 1 MesoLive paper-trading account; Advanced ($1250/yr) adds RUT/VIX/GLD, margin models, vol surface/HD risk graphs, and hourly risk traces (plus up to 2 paper accounts). Live trade execution is a paid MesoLive add-on; API access is FundPro-only.

Platforms

WebAPI

Pricing

FreeSubscription

Quick highlights

Advanced options strategy backtesting service built around a low-code workflow.
Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring).
TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes.
Published data availability + vendors and resolution (5-minute): SPX/RUT/VIX/GLD sourced from Cboe Global Markets; BTCUSD/ETHUSD (and historical SOLUSD) sourced from Deribit.
Position Monitor provides 2D/3D risk graphs, PnL, and Greeks, with trace collection intervals (Off/Daily/Hourly).

Community votes (overall)

0% upvotes 0% downvotes

You haven't voted yet

View full profile Visit site

PortfoliosLab

portfolioslab.com

Web-based portfolio analytics platform for stocks, ETFs, mutual funds and crypto, focused on backtesting, risk-adjusted performance, optimization and multi-asset screeners. Free tier offers limited holdings, calculations and history; Plus/Pro expand to 40+ years of data, larger portfolios, advanced risk metrics and import/“bring your own data”; Enterprise adds API/data-feed integration and white-label reporting.

Platforms

WebAPI

Pricing

FreeSubscription

Quick highlights

Portfolio and instrument analytics suite with 20+ tools for performance, risk and optimization (portfolio analysis, portfolio performance, stock comparison, Sharpe, Sortino, Omega, Martin, VaR, CVaR, volatility models).
Portfolio tracking for both static and transactional portfolios, including lazy model portfolios and public user portfolios, with benchmarking against indices and other portfolios.
Backtesting of portfolios and single instruments with configurable rebalancing and long lookback windows (Free limited to ~10 years, paid plans use 40+ years of data).
Stock, ETF and mutual fund screeners with hundreds of filters across thousands of instruments, recalculated daily.
Risk analytics covering drawdowns, Expected Shortfall (CVaR), Value at Risk, multiple volatility estimators and risk‑adjusted ratios (Sharpe, Sortino, Omega, Calmar, Martin, Treynor, Summers).

Community votes (overall)

0% upvotes 0% downvotes

You haven't voted yet

View full profile Visit site

Where they differ

MesoSim

Distinct strengths include:

Options & Derivatives Paper Trading AI AI Chat

Advanced options strategy backtesting service built around a low-code workflow.
Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring).
TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes.
Published data availability + vendors and resolution (5-minute): SPX/RUT/VIX/GLD sourced from Cboe Global Markets; BTCUSD/ETHUSD (and historical SOLUSD) sourced from Deribit.

PortfoliosLab

Distinct strengths include:

Portfolio Watchlist Correlation Risk Metrics Factor Exposure Stock Comparison ETF Comparison Screeners

Portfolio and instrument analytics suite with 20+ tools for performance, risk and optimization (portfolio analysis, portfolio performance, stock comparison, Sharpe, Sortino, Omega, Martin, VaR, CVaR, volatility models).
Portfolio tracking for both static and transactional portfolios, including lazy model portfolios and public user portfolios, with benchmarking against indices and other portfolios.
Backtesting of portfolios and single instruments with configurable rebalancing and long lookback windows (Free limited to ~10 years, paid plans use 40+ years of data).
Stock, ETF and mutual fund screeners with hundreds of filters across thousands of instruments, recalculated daily.

Feature-by-feature breakdown

Attribute	MesoSim	PortfoliosLab
Categories Which research workflows each platform targets	Shared: Backtesting, Data Visualizations, APIs & SDKs Unique: Options & Derivatives, Paper Trading, AI, AI Chat	Shared: Backtesting, Data Visualizations, APIs & SDKs Unique: Portfolio, Watchlist, Correlation, Risk Metrics, Factor Exposure, Stock Comparison, ETF Comparison, Screeners, ETF Screeners, Quant, Data APIs
Asset types Supported asset classes and universes	Options, Cryptos	Stocks, ETFs, Mutual Funds, Funds, Cryptos, Currencies
Experience levels Who each product is built for	Intermediate, Advanced	Beginner, Intermediate, Advanced
Platforms Where you can access the product	Web, API	Web, API
Pricing High-level pricing models	Free, Subscription	Free, Subscription
Key features Core capabilities called out by each vendor	Unique Advanced options strategy backtesting service built around a low-code workflow. Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring). TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes. Published data availability + vendors and resolution (5-minute): SPX/RUT/VIX/GLD sourced from Cboe Global Markets; BTCUSD/ETHUSD (and historical SOLUSD) sourced from Deribit. Position Monitor provides 2D/3D risk graphs, PnL, and Greeks, with trace collection intervals (Off/Daily/Hourly). Volatility Surface viewer to explore implied-vol surfaces with overlays (e.g., open interest, volume, bid-ask spread, Greeks) and playback at 5-minute resolution (non-crypto in current version).	Unique Portfolio and instrument analytics suite with 20+ tools for performance, risk and optimization (portfolio analysis, portfolio performance, stock comparison, Sharpe, Sortino, Omega, Martin, VaR, CVaR, volatility models). Portfolio tracking for both static and transactional portfolios, including lazy model portfolios and public user portfolios, with benchmarking against indices and other portfolios. Backtesting of portfolios and single instruments with configurable rebalancing and long lookback windows (Free limited to ~10 years, paid plans use 40+ years of data). Stock, ETF and mutual fund screeners with hundreds of filters across thousands of instruments, recalculated daily. Risk analytics covering drawdowns, Expected Shortfall (CVaR), Value at Risk, multiple volatility estimators and risk‑adjusted ratios (Sharpe, Sortino, Omega, Calmar, Martin, Treynor, Summers). Factor and correlation tools to estimate alpha/beta, analyze asset correlations and build optimized portfolios using mean–variance, risk parity and hierarchical risk parity (HRP) models.
Tested Verified by hands-on testing inside Find My Moat	Not yet	Not yet
Editor pick Featured inside curated shortlists	Standard listing	Standard listing

Frequently Asked Questions

Which workflows do MesoSim and PortfoliosLab both support?

Both platforms cover Backtesting, Data Visualizations, and APIs & SDKs workflows, so you can research those use cases in either tool before digging into the feature differences below.

Do MesoSim and PortfoliosLab require subscriptions?

Both MesoSim and PortfoliosLab keep freemium access with optional paid upgrades, so you can trial each platform before committing.

How can you access MesoSim and PortfoliosLab?

Both MesoSim and PortfoliosLab prioritize web or desktop access. Investors wanting a mobile-first workflow may need to rely on responsive web views.

What unique strengths set the two platforms apart?

MesoSim differentiates itself with Advanced options strategy backtesting service built around a low-code workflow., Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring)., and TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes., whereas PortfoliosLab stands out for Portfolio and instrument analytics suite with 20+ tools for performance, risk and optimization (portfolio analysis, portfolio performance, stock comparison, Sharpe, Sortino, Omega, Martin, VaR, CVaR, volatility models)., Portfolio tracking for both static and transactional portfolios, including lazy model portfolios and public user portfolios, with benchmarking against indices and other portfolios., and Backtesting of portfolios and single instruments with configurable rebalancing and long lookback windows (Free limited to ~10 years, paid plans use 40+ years of data)..

Keep exploring

Stay on top of related tools

Browse the categories and profiles that overlap most with this comparison to round out your shortlist.