The ManagedBy property is not currently accessible from Azure AD.
For synced on-premises groups, everything needs to be done on premises. From Deploy Access Reviews:
Access Reviews can't change the group membership of groups that you synchronize from on-premises with Azure AD Connect. This is because the source of authority is on-premises.
You can still use Access Reviews to schedule and maintain regular reviews of on-premises groups. Reviewers will then take action in the on-premises group.
That said, one workaround is to add a custom attribute on the Group schema in the local AD and configure it to sync as an extension property to Azure.
Then you can populate the custom attribute with the required information from the ManagedBy user to get access to it via the Graph API.
There are open feedback items in user voice to add this property and I believe the product team is planning it.