You can find Windows Azure OS Diagnostics log at D:\OSdiagnostics folder:

 

 

Which included OS diagnostics related info in CSV files.  Each OSDiagnostics logs CSV file is created hourly and inside this CSV file, logs is written every 5 seconds so for an hour long CSV file you will see 720 lines log with below  described information headers:

 

"(PDH-CSV 4.0) (GMT Standard Time)(0)",
"\\YOUR_AZURE_VM_NAME\Processor(_Total)\% Processor Time",
"\\YOUR_AZURE_VM_NAME\Processor(_Total)\% DPC Time",
"\\YOUR_AZURE_VM_NAME\Processor(_Total)\% Interrupt Time",
"\\YOUR_AZURE_VM_NAME\Processor(_Total)\% Privileged Time",
"\\YOUR_AZURE_VM_NAME\PhysicalDisk(_Total)\Avg. Disk sec/Read",
"\\YOUR_AZURE_VM_NAME\PhysicalDisk(_Total)\Avg. Disk sec/Write",
"\\YOUR_AZURE_VM_NAME\PhysicalDisk(_Total)\% Disk Read Time",
"\\YOUR_AZURE_VM_NAME\PhysicalDisk(_Total)\% Disk Write Time",
"\\YOUR_AZURE_VM_NAME\PhysicalDisk(_Total)\Avg. Disk Queue Length",
"\\YOUR_AZURE_VM_NAME\Memory\Available MBytes",
"\\YOUR_AZURE_VM_NAME\Memory\Pool Nonpaged Bytes",
"\\YOUR_AZURE_VM_NAME\Memory\Pool Paged Bytes",
"\\YOUR_AZURE_VM_NAME\Memory\Page Faults/sec",
"\\YOUR_AZURE_VM_NAME\Memory\Pages/sec",
"\\YOUR_AZURE_VM_NAME\Memory\Committed Bytes",
"\\YOUR_AZURE_VM_NAME\Network Interface(Microsoft Virtual Machine Bus Network Adapter _3)\Bytes Received/sec",
"\\YOUR_AZURE_VM_NAME\Network Interface(Microsoft Virtual Machine Bus Network Adapter _3)\Bytes Sent/sec",
"\\YOUR_AZURE_VM_NAME\System\Processes",
"\\YOUR_AZURE_VM_NAME\System\Threads",
"OS Diagnostic Agent 6.0"

 

The typical log file looks as below:

 

"(PDH-CSV 4.0) (GMT Standard Time)(0)","\\Azure_VM_Name\Processor(_Total)\% Processor Time","\\Azure_VM_Name\Processor(_Total)\% DPC Time","\\Azure_VM_Name\Processor(_Total)\% Interrupt Time","\\Azure_VM_Name\Processor(_Total)\% Privileged Time","\\Azure_VM_Name\PhysicalDisk(_Total)\Avg. Disk sec/Read","\\Azure_VM_Name\PhysicalDisk(_Total)\Avg. Disk sec/Write","\\Azure_VM_Name\PhysicalDisk(_Total)\% Disk Read Time","\\Azure_VM_Name\PhysicalDisk(_Total)\% Disk Write Time","\\Azure_VM_Name\PhysicalDisk(_Total)\Avg. Disk Queue Length","\\Azure_VM_Name\Memory\Available MBytes","\\Azure_VM_Name\Memory\Pool Nonpaged Bytes","\\Azure_VM_Name\Memory\Pool Paged Bytes","\\Azure_VM_Name\Memory\Page Faults/sec","\\Azure_VM_Name\Memory\Pages/sec","\\Azure_VM_Name\Memory\Committed Bytes","\\Azure_VM_Name\Network Interface(Microsoft Virtual Machine Bus Network Adapter _3)\Bytes Received/sec","\\Azure_VM_Name\Network Interface(Microsoft Virtual Machine Bus Network Adapter _3)\Bytes Sent/sec","\\Azure_VM_Name\System\Processes","\\Azure_VM_Name\System\Threads","OS Diagnostic Agent 6.0"
"06/09/2011 13:59:42.342","2.1035259515672644","0","0","2.1150472788241643","0","0.0022279069767441859","0","1.8525396965609593","0.055576190896828775","1200","18993152","109711360","258.3257915818125","9.2672929715448422","842493952","613.57202215769814","239.7912056387228","45","462"," "
"06/09/2011 13:59:47.169","0","0","0","0","0","0.0039833333333333335","0","0.33004811863064493","0.0099014642732797517","1200","18984960","109711360","1.6594176930854052","0","842493952","346.40344343157835","171.33487681106809","45","461"," "

 

 

 

This info will help when you are looking VM performance in terms of network throughput or  memory usage by role or how disk I/O is prerforming in your VM.