depends on difficulty.
for the superhuman (4) and fully filled base (6x6 modules with 2 x 2x2, so 30 modules):
0 mindshield: 60% chance to detect
1 mindshield: 30%
2 mindshields: 20%
3 mindshields: 15%
4 mindshields: 12%
for beginner (0):
0 mindshield: 20%
1 mindshield: 10%
2 mindshields: 7%
3 mindshields: 5%
Detection is performed each 10 minutes by alien crafts which is on retaliaton mission (or every craft if "Agressive retaliation" is ON).
For the beginner it's quite handy, but for harded difficulty it's more effective to have two gravshields and 3 blaster defenses or something. Each extra gravshield repels craft and allows for extra missle rounds.