libmill only uses a single kernel thread so it's a little bit simpler here than Go, but otherwise they should be comparable.

Regarding stack vs. dynamically allocated state (in a future) I'm not convinced what's better. Yes, the allocated stack most likely has an overhead. But at least the data will be stored there in linear fashion and accessing the state will be super cheap once the stack is loaded. In case of futures that hold dynamically allocated data the state might be spread over much more memory locations, so it might be slower to access. I however haven't any more scientific data on this.

In my real-world applications I'm getting about the same performance from a Go based and a boost asio (uses no futures but dynamically allocated callback closures for storing state) networking application. However the programming style is completely different.