This is kinda tricky to answer because there are 2 versions of the GTX 860M. The older version of GTX 860M uses the older Kepler GK104 GPU, and the newer version uses the newer Maxwell GM107 GPU which is the exact same GPU used in the GTX 950M.
The GK104 is a DX11.0 card whereas the GM107 is a DX12.0 card. However, the GK104 is slightly faster than the GM107.
Both versions of GTX 860M are still faster than the GTX 950M because of the faster video memory used. GDDR5 is faster than GDDR3. Also the GM107 in the GTX 860M is clocked higher than the one in the GTX 950M.
So, better get the GTX 860M over the GTX 950M.