I wonder if this is a fair comparison, Serhiy. Strings are unicode underneath, so they have a large overhead per string (more data to copy around). Increasing the length of the strings changes the game because due to PEP 393, the overhead for ASCII-only Unicode strings is constant:

>>> import sys
>>> sys.getsizeof('a')
50
>>> sys.getsizeof(b'a')
34
>>> sys.getsizeof('a' * 1000)
1049
>>> sys.getsizeof(b'a' * 1000)
1033
>>> 

When re-running your tests with larger chunks, the results are quite interesting:

$ ./python -m timeit -s "import io; d=[b'a'*100,b'bb'*50,b'ccc'*50]*1000"  "b=io.BytesIO(); w=b.write"  "for x in d: w(x)"  "b.getvalue()"
1000 loops, best of 3: 509 usec per loop
$ ./python -m timeit -s "import io; d=['a'*100,'bb'*50,'ccc'*50]*1000"  "s=io.StringIO(); w=s.write"  "for x in d: w(x)"  "s.getvalue()"
1000 loops, best of 3: 282 usec per loop

So, it seems to me that BytesIO could use some optimization!