Are you saying that each month column needs to show data for the current month AND the previous 11 months; or, does the number of "previous months of data to display" vary for each month column in your cellset? If you just need to show the last 11 months along with the current month, I would go with the RANGE OPERATOR (:) combined with LAG(11).

For example in Adventure Works:

SUM(

[Date].[Month Name].CurrentMember.Lag(11) :

[Date].[Month Name].CurrentMember,

[Measures].[Internet Sales Amount]

)

,

FORMAT_STRING = “Currency”,

VISIBLE = 1 , ASSOCIATED_MEASURE_GROUP = ‘Internet Sales’;