Original data-driven studies in personal finance math. Every study includes its full methodology, PRNG seed, raw scenario distribution, and limitations — reproduce any number we publish, or fork the dataset for your own analysis.
Deterministic Monte Carlo of 10,000 30-year portfolios. Median, percentile spread, contribution vs starting-balance attribution, and the year interest beats contributions.
Read study →1,000 multi-debt profiles simulated under both orderings. Median interest gap, payoff-time gap, and the profile types where each method actually wins.
Read study →Swept 5,000 (mortgage rate × equity return × horizon) cells to find the exact crossover where prepay beats investing the same $500/month.
Read study →