I wouldn't expect F# to be faster in anything actually, speaking as a .Net developer. OCaml is very well optimized and the abstract machine was well designed to have an efficient execution. Do you have any specific examples where the CLR is better?
Have you compared the two before?
[1] https://discuss.ocaml.org/t/optimizing-small-vector-operatio... [2] https://v2.ocaml.org/api/Float.Array.html