calling an sp with dbo. specified

I have heard rumors that calling a stored procedure runs a little faster if you specify the schema, as in "exec dbo.mysp".

We have an app that is sending commands to SQL Server as RPCs, judging by the profiler.  The textdata field *shows* as "exec mysp".  Is there any speedup available by somehow specifying the schema as dbo?  Exactly how is it likely that would be done in the app, in C#?

Thanks,

Josh