I'll tell ya, it's not the best, cuz MX isn't supposed to do it.
Make a circle with the circle tool with a black line. Make a new color in the collor panel, make it radial, now make the inside of the circle orange, and under the r, g, and b, there's alpha, set the alpha to aroung 70-90. No make the outside of the circle white, with and alpha of around 20-40. Fill the circle, and with the black arrow tool, select and delete the black line. It kinda looks like a blur, but it's the closest you can get in MX.