I found this Microsoft Security services mapping for Azure Security.
One of the best reasons to use Azure for your applications and services is to take advantage of its wide array of security tools and capabilities. These tools and capabilities help make it possible to create secure solutions on the secure Azure platform. Microsoft Azure provides confidentiality, integrity, and availability of customer data, while also enabling transparent accountability.
- Secure and protect – Services that let you implement a layered, defense in-depth strategy across identity, hosts, networks, and data. This collection of security services and capabilities provides a way to understand and improve your security posture across your Azure environment.
- Detect threats – Services that identify suspicious activities and facilitate mitigating the threat.
- Investigate and respond – Services that pull logging data so you can assess a suspicious activity and respond.
For more details please refer to this official KB Article from Microsoft – https://docs.microsoft.com/en-us/azure/security/fundamentals/end-to-end