If you are thinking about (or already running) SQL Server in Microsoft Azure Virtual Machine, it is recommended that you read the best practices guidelines from Microsoft. This information from Jason Roth is intended to help you properly configure you Azure instance for the best possible performance.
- Use Premium Storage.
- Use a VM size of DS3 or higher for SQL Enterprise edition and DS2 or higher for SQL Standard edition.
- Use a minimum of 2 P30 disks (1 for log files; 1 for data files and TempDB).
- Keep the storage account and SQL Server VM in the same region.
- Disable Azure geo-redundant storage (geo-replication) on the storage account.
- Avoid using operating system or temporary disks for database storage or logging.
- Enable read caching on the disk(s) hosting the data files and TempDB.
- Do not enable caching on disk(s) hosting the log file.
- Stripe multiple Azure data disks to get increased IO throughput.
- Format with documented allocation sizes.
You can read all the tips from the original article.
There is other great advice in our documentation that covers more than just Performance Considerations. You can find all of these at this location.