As previously mentioned in some posts, for some people, it's not really the financial benefit, it's the feeling of satisfaction of running your own company you know you have started from scratch, and you can see it growing (a bit like a baby) - you see it growing, you see how it develops and where it leads. The amount of satisfaction you get from it is endless.
Yes you put in a lot of over-time, and miss out a lot of your own time - but in the end, it's well worth it!
P.S: This is not saying that starting a business is for everyone!
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Business Server