That is called latency. Go to Mainstage - Preferences - Audio/MIDI and click in the audio tab. There is a setting for your audio buffers. The lower you can set that, the less latency there will be. However, the lower you set it, the greater the possibility that you will have some drop-outs or pops and clicks, depending on how many plug ins you are using.
Basically, its a matter of tweaking your system to find what works for you.