Date Filter with Overlapping Preselects (Today, Yesterday, Last 7 Days, Last 30 Days, Last Month...)

You can do that with a Calculation Group. Just create a calculation item for each pre-set date range you want, and then you can use the calculation item name column in your slicer. You will need Tabular Editor to create it, but there is a free version if you are not already using it.

Creating Calculation Groups in Power BI Desktop - SQLBI

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