To escape you need a magical rucksack, but it is theoretically possible.
Always walk tangential to a circle centred at the magical circle's origin with a radius to your current position. It does not matter if the mage choses the "red" or the "green" step as far as distance from the centre is concerned.
If $s$ is your step-length (arrow length) and $r$ (yellow) your current distance from the centre, then each step takes you $\sqrt{r^2 + s^2}- r$ closer to the border.

In other words:
Starting from the centre, after the first step you are $s$ away from the centre, after $2$ steps it is $\sqrt{2} s$, after $3$ steps it is $\sqrt{3} s$, .... after $n$ step it is $\sqrt{n} s$.
If you need to get $x$ steps in distance, you need $x^2$ steps to take, or $10000\times10000$ for this circle. If you're constantly waking with one step per second and assume that you can walk for no more than $16$ hours without resting, you have $1736$ days to go - and hopefully a very good rucksack of infinite supplies...