No. Humid air will decrease performance.
It may increase the weight of air (or it may not. Can't remember. I *think* it decreases it...) but the problem is that it replaces some proportion of oxygen. The less O2, the less fuel that can be burnt to release energy.
I suspect you're thinking of Water or Water/Methanol injection. This works because the fluid is introduced in liquid form & then evaporates. In doing so the water extracts heat from the charge, cooling it. Because the air is now cooler it's more dense ie the same volume of air contain more oxygen.
Still not as good as an equivalent temp. charge of dry air since some of the mass is now water and not O2.