Was curious, so I tested it in my lab. And yes, microsoft.com does cover all the sub-domains too.
I set a quick traffic shaping rule that set the DSCP to CS4 for microsoft.com and did some packet captures to both www.microsoft.com and docs.microsoft.com, everything was marked as CS4. Then I changed the rule to www.microsoft.com, and only traffic to the www.microsoft.com IP address was then marked as CS4, traffic to docs.microsoft.com was back to DSCP DF.