yes and no - if you want to go play your tracks live you'd want a pumper boost on the master to make it sound nice at the venue where you're playing, if they would have nice speakers, this wouldn't be necessary, but that won't be the case most likely.
if you want proper mastering done, you need a clear mix without master compression, for that is part of the mastering process,
so any other way you need a clear mix without master compression, it's not recommended to work on music while there is an active compressor on the master, the whole signal gets altered and yada yada ...
so, when you're done making your mix and feel like putting it online or whtvr, you can just put a preliminary comp to punch it up a little (or a lot)
make sure you don't overdo it, good comps are unheared.