MOSCOW—Chanting slogans against President Vladimir Putin, tens of thousands took to the streets on Jan. 31 across Russia to demand the release of jailed opposition leader Alexei Navalny, keeping up nationwide protests that have rattled the Kremlin. More than 4,700 people were detained by police, according to a monitoring group, and some were beaten. Russian authorities mounted a massive effort to stem the tide of demonstrations after tens of thousands rallied across the country last weekend in the largest, most widespread show of discontent that Russia had seen in years. Despite threats of jail terms, warnings to social media groups, and tight police cordons, the protests again engulfed cities across Russia’s 11 time zones. Navalny’s team quickly called another protest in Moscow on Feb. 2, when he is scheduled for a court hearing that could send him to prison for years. The 44-year-old Navalny, an anti-corruption investigator who is Putin’s …