I did the same except federated and it's pretty easy if you have some experience with Ansible and Docker. This repo has a great Ansible playbook that will set up the whole thing for you on whatever VM or VPS you point it at:

https://github.com/spantaleev/matrix-docker-ansible-deploy/b...

I mean, I was still learning how Matrix works, so it took some trial and error - especially voice/video calls - so a few days of reading docs and doing.

Later, though, I stood up my own Matrix server, this time federated, and that only took maybe an hour or two. :)

I did not use the community Ansible playbook that someone else in this thread suggested, because I enjoyed instead figuring out how the individual pieces work together, but I tried it much later, and it seems to work very nicely, so I too can recommend it.