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Why Microsoft's in-built array operations are faster
Without seeing your code, it will be difficult to give a definitive answer.
Just a guess: your code is not a&s optimized as you think.
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For the case of sorting an integer array of size 5
Advice: Never do benchmarks with sorting an array of 5.
Sort an array of 5000, 10000, 15000, 20000 and see how timing evolve, and try different sorting methods.
You will see that simple minded methods are usually less efficient.
Code optimization matters; multithreading can help too, removing unnecessary operation can help too.