I am looking for historical index return figures to use for a Post
Modern Portfolio Theory based allocation calculation. I am having a
very difficult time finding these data sets. Could anyone help guide
me to where I may find this information? I can work with annual return
% but would really like to have monthly figures and back as far as I
can get. Specifically, these are the indexes that I am looking for:

Large Cap Equity S&P 500
Large Cap Value Wilshire L.C. Value
Large Cap Growth Wilshire L.C. Growth
Small Cap Equity Russell 2000
Small Cap Value Russell 2000 Value
Small Cap Growth Russell 2000 Growth
Foreign Equity/EAFE MSCI EAFE
Emerging Markets MSCI Emerging Mkts
3-Month T-Bill ML 3-Mth US T-Bills
Core Fixed Income Lehman Aggregate
Global Bonds ML Global Govt. Bond
High Yield Bond ML High Yield Master
Hedge Funds Tremont
Private Equity Cambridge PE Index
Managed Futures Tremont Managed Fut.
Commodities GSCI
Real Estate/REIT's MSCI US REIT Index
Long-Duration Lehman US Long Govt/Credit Index