Like some other people, I've been using MSE since its inception and to this day I hadn't had any virus issues... and neither did those on whose computers I installed it.
I also educated people not to just click on everything and use adblock when surfing.
I actually visit shady websites and manage to avoid viruses.
As for malware... that's a different story.
MSE is a relatively pure antivirus... for malware, you need a competent anti-malware... in which case, I personally use Malwarebytes (free edition).
This kind of combination works for me, and has a minimal impact on virtually any system.
Plus, I've encountered computers using newest version of Norton AV for instance, even McAfee... and all of them had some kind of a viral issue which those programs couldn't detect... plus those programs notably slowed their computers.
Once I replaced them with MSE, it found and removed those infections... while the malware was dealt with Malwarebytes (something that neither Norton or McAfee could detect, let alone remove).
So, I find these claims dubious at best.
If they are indicative of 0 day attacks... then very few programs will be able to deal with that... MSE granted is bad with those, but smart internet use such as implementation of adblock and HTTPS everywhere extensions provide a good degree of protection - but it also hinges on the person to not click on all ads and various stuff which is usually a conduit to most software infections (irrespective of the AV you use).