PB, you are missing my point. Once saw the bloke from "money" standing outside his first house in SY, talking about how he had paid 100k for it, and now it was worth $350k (this was a while ago!!). He then went on to say that if he had put the 100k in an index tracking fund, he would now have 750k. Thats fine, except to put 100k in an index tracking fund, you need 100k (pretty much). To put 100k into a house, you need 10k (pretty much). Do you see my point about leverage? Go ask a bank how much they lend you for shares if you have 10k.
ps. there is no point in talking about the greater returns of the sharemarket if you cant handle the risk inherant in the sharemarket.
A fairly recent inception are leveraged funds, which might be the answer. A lot different to a margin loan.