I run my own mail server since sometime late last century, and it’s gotten progressively more difficult over the years. Not setting up the server, that part is easy. Hardening it is a bit more work. But what’s making it nearly impossible is the big players’ anti-spam (or should that be in quotes) measures.
My mail server checks all the boxes it should - TLS, SPF, DomainKeys, DMARC, a domain name that’s been around for decades, same hostname and IP address for years, never been on any block list, … yet still e-mails relayed by it are tagged as spam for increasingly ridiculous reasons: it’s a residential IP (actually it’s not), the PTR record doesn’t match the A/AAAA record (yes, that server has multiple jobs and multiple host names), the domain name is suspicious (same owner and tech-c for decades, same IP and SPF records for years), … if I didn’t know better, I’d suspect that MS, Google etc. just use their spam filters to make life difficult for anyone outside their oligopoly. But that’s probably just beause I’m a cynic.