Besides what Drew McGowen points out, rax needs to be zeroed (no vector parameters).
But -f win64 or -f elf64 will work on this code. I suspect a bug in -f macho64 (but I'm not sure what macho64 is "supposed" to do). Until this gets fixed(?), the workaround is to use default rel or mov rdi, rel msg. I "think" that'll work for ya.
