Regression Diagnostics - Individual R2

Hi All, Hope everyone is doing great. I am running a linear regression and would like to know R2 for each individual independent (explanatory) variables. I know the formula is simple, Sum of Square for a variables divided by Total Sum of Square error.

But, I am having hard time finding if MATLAB saves Individual Sum of Squares for multiple regressions. I could not find in regstats function. Does anyone have any experience with this?

Thank you in advaance.