Recently I’ve discovered Microsoft has added a new filter button to the upper toolbar at the Azure Portal.
It allows you to filter on subscriptions on resource blades without changing the global filter settings.
You can also use it to quickly switch from the different tenant directories you’ve access to, without changing the portal URL (https://portal.azure.com/tenantname.onmicrosoft.com)
Seems to be a well working improvement to the portal. For a preview, see attached image below or read the official announcement.