Eugen Rieck's answer should be correct. There is nothing in the adapter that should affect speed.
Keltari's answer mentions what appears to be some anecdotal evidence of adapters slowing performance in some specific cases. I found a report of some testing that showed the adapter increased performance a negligible amount, which makes no sense, and they chalked it up to being within the margin of error.
Tons of these adapters are in use. There have been a few, but multiple, reports of performance degradation from the adapter. Other than the production testing performed by the manufacturer, there doesn't seem to be reliable testing to prove that an adapter is or is not capable of slowing down a microSD card's performance.
So what to make of this apparently conflicting information? At least some of the reports have come from people with enough technical background to suggest that they wouldn't publish such a report based on nothing but flimsy anecdotal evidence. It's possible that all of these reports are wrong; based on imagined results or poor measurement. But there's an alternate potential explanation.
The adapter is just a plastic shell that holds some metal extensions for the microSD contacts. The extensions go from fixed contacts where an SD card would have them to springy leaves that rest on the microSD card contacts. They're small and flimsy. An adapter and microSD card in good, clean condition should behave exactly like an SD card.
Any component of this nature can have marginal performance due to poor electrical contact. The microSD card contacts or the internal adapter contacts can get dirty, the contact leaves can lose some of their springiness through use and fatigue, or poor manufacturing, etc. That's a normal mode of failure.
But that failure isn't necessarily all or nothing. The problem can be marginal, and the card and adapter can continue to work but have unreliable data transfer. This could cause delays in the data transfer handshaking, or CRC errors that require transferring the data again. The result would be slower net performance.
I'm not saying that the reports of performance degradation are based on degradation that actually happened, and that this explanation is the reason why. I'm saying that this would be expected if the adapter was marginal in this way, and being marginal in this way is a normal mode of failure. Since there are so few reports, this is obviously not a common occurrence, but if they are real, there is a normal process that would explain it.
So perhaps the answer is that under "typical" conditions, there should be no difference, but there's the potential to have marginal conditions, in which case performance could be degraded. The degradation would be due to data transfer issues, not the microSD card, itself.