Actual reports are here, downloadable as PDF:
http://www.nsslabs.com/reports/your-browser-putting-you-risk...
http://www.nsslabs.com/reports/your-browser-putting-you-risk...
The methodology is (vaguely) described in the first document. The click fraud result was very interesting, it seems that Chrome just doesn't address it at all. Of course I suspect the majority of click fraud goes on in Google's ad network, so Google has an incentive to ignore it just as Microsoft has a reason to catch it.