Mobility is a key challenge for beam management in 5G cellular networks due to the overhead incurred at beam switching and base station (BS) handover events. This paper focuses on a network that has a multi-tier structure with two types of BSs operating in the same frequency bands, namely macro BSs that are sparser but with higher transmit power, and micro BSs that are denser and with lower transmit power. We propose a downlink user association policy which is a function of the user mobility. Typically, high mobility users should associate with macro BSs so as to incur less beam switching overhead, whereas low mobility ones should be associated with micro BSs. The main contribution of the paper is a formalization of the optimal threshold association policy, when the optimality is understood with respect to the effective Shannon rate. The analysis is based on stochastic geometry and on an exact representation of the effective Shannon rate of the typical user in this beamforming multi-tier context. Two models are discussed. The simplest one focuses on a single-user optimization problem. We also discuss a more realistic model with bandwidth sharing between all users in the cell. Finally, we identify the mobility and user-density patterns where the velocity-based threshold association policy outperforms the classical best mean power association policy.