Morningstar Direct: Excess Return As A Time Series

Hello!

Does anyone know how to get excess return in morningstar direct? I can find the variable but i need it as a time series monthly.

For context: We are looking at the relationsip between fund size and return, and need to run a monthly regression. We can find both the assigned benchmarks and excess return, but only measured from one point to another, not repeating each month.