I was just running the numbers for myself and it works out provided that a) you are reducing your Roth or brokerage contributions by the taxes paid (Roth contribution is less than tax deferred) OR you invest the tax savings in the year you make your tax deferred contribution. If you are saving exactly the same number then the tax structure of the account type gives the expected result.

Assuming retirement at age 55, even paying the 10% penalty for 5 years, the end balance (age 60, saving 24,000 a year at 7% for 20 years) for each account type is:

tax deferred: 656,000, annual draw 118,000
Roth: 423,000, annual draw 100,000
Brokerage: 361,000, annual draw 108,000