Matrix Headers Based on Slicer Selection

Hello!

I have a matrix displaying the average scores given by participants on different questions in a yearly survey. I would like users to be able to choose which column headers to display, so that they can compare results under different perspectives (i.e. by Year, by Business Unit, by Supplier, etc.). They should also have the possibility to select more than one dimension, and have them both displayed as headers. For example, selecting "By Year" and "By Business Unit" should show the following:

So far I have created a field parameter, which I have then placed into a slicer:

This is kind of working, but selecting more than one dimension only displays 1 header in the matrix (the first one selected). The user is then able to drill down on the columns of the matrix to see the other selected levels, but this is quite inconvenient - they would like to see all headers at once. 

Is there any way to fulfill this requirement?

Thank you!