Microsoft Security Essentials (MSE) is definitely not as good according to various tests of av-comparatives.org
Instead of installing multiple applications to compensate the bad detection of MSE just install a decent one and use some common sense when dealing with stuff in the internet.
File Detection Tests September 2014
...
20. Microsoft 90.2 %
File Detection Tests March 2014
...
12. Microsoft 90.0%
13. AhnLab 89.0%
http://www.av-comparatives.org/detection-test/
In the "Real-World Protection Tests" Microsoft is non-competive, too.
http://www.av-comparatives.org/dynamic-tests/
