Marvin Hart has twelve years allocating to alternatives across private credit, real assets, and hedge fund strategies. His coverage focuses on return drivers, liquidity risk, and fee structures, translating offering documents and track records into usable frameworks for diversified portfolios. Readers can expect explainers on fund waterfalls, NAV smoothing, and how covenants or collateral actually matter when cycles turn. Marvin has contributed to allocator roundtables and his work has been referenced by family office publications. He writes with a practitioner’s bias for diligence checklists, emphasizing incentives, downside math, and the path to cash realization. He keeps the language plain, the assumptions explicit, and the conclusions testable. Off the page he maintains a small garden and jokes that composting is the original alternative investment because it teaches patience, inputs, and measurable output.