MongoDB Slow Query - mongodb

Question

I'm running a mongoDB query and it's taking too long. I'm querying the collection "play_sessions" for the data of 9 users as seen in (1). My documents contain data for a gameplay session for a user as seen (2). I have an index on "user_id" and this index is being used as seen in the .explain() output in (3). My indexes in the .stats() output are shown in (4).
The mongoDB version is 2.6.1. There are approximately 4 million entires in "play_sessions" and 43,000 distinct users.
This example query takes around 2 min and the actual query of 800 users takes a lot longer. I'd like to know why this query is slow and what I can do to speed it up.
(1) The query:
db.play_sessions.find({user_id: {$in: users}}, {play_data:-1}
(2) Example document:
{
"_id" : 1903200,
"score" : 1,
"user_id" : 60538,
"time" : ISODate("2014-02-12T03:49:59.919Z"),
"level" : 1,
"user_attempt_no" : 2,
"game_id" : 181,
"play_data" : [
**Some JSON in here**
],
"time_sec" : 7.989
}
(3) .explain() output
{
"cursor" : "BtreeCursor user_id_1",
"isMultiKey" : false,
"n" : 13724,
"nscannedObjects" : 13724,
"nscanned" : 13732,
"nscannedObjectsAllPlans" : 14128,
"nscannedAllPlans" : 14140,
"scanAndOrder" : false,
"indexOnly" : false,
"nYields" : 4463,
"nChunkSkips" : 0,
"millis" : 123631,
"indexBounds" : {
"user_id" : [
[
41930,
41930
],
...,
[
67112,
67112
]
]
},
"server" : "...",
"filterSet" : false
}
(4) .stats() output for the collection:
{
"ns" : "XXX.play_sessions",
"count" : 3957328,
"size" : 318453446112,
"avgObjSize" : 80471,
"storageSize" : 319917328096,
"numExtents" : 169,
"nindexes" : 10,
"lastExtentSize" : 2146426864,
"paddingFactor" : 1,
"systemFlags" : 1,
"userFlags" : 1,
"totalIndexSize" : 1962280880,
"indexSizes" : {
"_id_" : 184205280,
"game_id_1" : 167681584,
"user_id_1" : 113997968,
"user_id_1_game_id_1_level_1_time_1" : 288972544,
"game_id_1_level_1" : 141027824,
"game_id_1_level_1_user_id_1_time_1" : 301645344,
"user_id_1_game_id_1_level_1" : 228674544,
"game_id_1_level_1_user_id_1" : 245549808,
"user_id_1_user_attempt_no_1" : 135958704,
"user_id_1_time_1" : 154567280
},
"ok" : 1
}