When you use set analysis the set is calculated at the chart level, not at the row level. So your set analysis expression won't work since you're using MonthYear as a dimension. I think you'll need to add an extra table in the script that links each MonthYear value with all the CustomerRegistrationDates that lie before that MonthYear value.
Perhaps this document helps: Calculating rolling n-period totals, averages or other aggregations
Thank you, Gysbert, for the explanation of fundamentals of set calculation and the detailed issue about rolling totals.
From this i've got an idea to use already linked fields to filter data and it works:
Instead of filtering out Customers I filter out Orders placed in the month of registration.