Note that it is not possible in one command to append new data to a variable already saved in a MAT file (the badly named append option should really be named the overwrite or replace option).
The best option would be to assign the data to one/three variables in the loop, and only do the saving once after the loop has finished. This would be simple with any array using indexing, or a non-scalar structure. Easy, efficient, and this is what most experienced users would do.
An alternative would be to write multiple files:
