Mean-Variance Optimization based on weekly Data

Hello folks.

I don't know if it is the right forum to post a finance question but since i'm pretty desperate i'll just give it a try.

The aim of the optimization was finding the efficient frontier in which i suceeded. The results are in my point of view only valid for the time period over that has been optimized (in my case 1 week)

An annualization (standard deviation*sqrt(52), (1+return)^52) doesn't give me the same results as an optimization of yearly return would have provided.

Am i right?

Sorry to bother you with such questions.

Greetings and a nice day.

Matthias