I have the same issue... people trying my password over and over and over... mostly from brazil but other places too... rarely are they from my country...
I don't understand why MS wouldn't give people the option to block sign-ins from other countries and whitelist countries you may be travelling to.
1 in 100 attempts... if not 1 in 1000 ( I only went back a few days) are from the country I am in, it would be waaaay more secure if I could block all attempts from outside my country and perhaps have a Travel option so if I am travelling I can add the places I'll be going.
I change my password fairly often and have MFA set up so I guess that is good, but it's easy to accidentally hit the login when checking on a smart phone, I really wish MS would let me block countries from even attempting to log into my account.