Scala performance is on par with Java if you keep your wits about you, but you do have to be mindful of the code you write. Scala collections (esp. maps, doubly so for immutable.Map, but also mutable.Map) are (currently) slower than the standard Java collections, but it's easy to use an implicit conversion wrapping a Java HashMap with little to no overhead in the very small number of situations where this type of thing is a bottleneck. For comprehensions can also cause some overhead, so if you're really pressed for performance a while loops is always an option.
If anyone from typesafe/Scala is reading this: please bring the performance of mutable.Map on par with java.util.HashMap