MDX Named Set Rolling Date Range

In an Analysis Services Cube (SSAS), named sets can be used to filter data. One of the popular request I get for named sets are rolling date ranges. Here are some examples of rolling date range named sets I have created.

There are several ways to make this happen, like using the Lag function, and Last periods, or casting the date as a string then using the StrToMember function to convert the string to a member. I like using the StrToMember function because I can manipulate the string anyway I need.