SQL Server data files in Windows Azure: filegroups and partitioning still applicable?
If you anticipate that your database file(s) will exceed more than 1TB in size you should configure the server to put the data files across multiple VHDs.
How can spread my databases across multiple VHDs?

Create one or more dynamic volumes consisting of multiple VHDs at the operating system level and put your database files on these volumes.
Split your tables and indexes into separate database filegroups and then place those filegroups in different files (MDF + NDF) which are spread across separately attached VHDs. Note that this will not offer any benefit for transaction logs because SQL Server does not stripe across transaction log files but uses them sequentially.

If you are migrated to Azure and want to compare the performance of your databases before and after the migration then take a SQL Server baseline(enter link description here)