One important thing to take note of is: "Once your personal database has seen more than 200 spam and 200 non-spam emails, we automatically start using it to filter your incoming mail." This means, before you have received 200 spam emails (or marked them as such), the filter is going to perform significantly worse.
Personally, initially it was pretty bad compared to Gmail. However, it significantly improved over time. One thing that helps are masked emails (fantastic) - an email you can create, or is even created automatically for you, and then enter at dubious websites. If you get spam, you can simply block the whole email or fine tune it.