Efficient Portfolio lies above Efficient Frontier (Mean Variance Portfolio Optimization)

Hello wonderful community of MathWorks,

I am doing a mean-variance porfolio optimization analysis on a portfolio of 4 cryptocurrencies. But, when I plot the efficient frontier it seems that my efficient portfolio (the star symbol) lies above the actual efficient frontier. I am really wondering why this happens and how I could fix it.

Thank you very much in advance.

This is the plot in question:

And this is the code I am using for the plot:

%% Plot the risk and expected return of all asset in the portfolio
f = figure;
tabgp = uitabgroup(f); % Define tab group
tab1 = uitab(tabgp,'Title','Efficient Frontier Plot'); % Create tab
ax = axes('Parent', tab1);
% Extract asset moments from portfolio and store in m and cov
[m, cov] = getAssetMoments(p); 
scatter(ax,sqrt(diag(cov)), m,'oc','filled'); % Plot mean and s.d.
xlabel('Risk')
ylabel('Expected Return')
text(sqrt(diag(cov))+0.0003,m,symbol,'FontSize',7); % Label ticker names
%% Plot optimal portfolio and efficient frontier 
hold on; %Retains the properties of the previous graph so we can introduse the following porperties
[risk2, ret2]  = plotFrontier(p,10);
plot(risk1,ret1,'p','markers',15,'MarkerEdgeColor','k',...
    'MarkerFaceColor','y');
hold off %Realeases the new graph which is a combination of the previous and current commands

[nick]

Hi Dimitrios,

Kidnly share your entire code in order to figure out the cause of error. Since the efficicent portfolio can not lie above efficient frontier I wonder if there are different constraints on the porfolio object when risk1 and ret1 were computed.