The map pointer will change to a circle (showing you off map) before you actually leave the map area. I went to -64,-64 (top left corner for all levels of maps made around 0,0). On a level 0 map, it will change to a circle at -64,-64. A level 1 map it will change at -63 (2 blocks away), lvl 2 at -61 (4 blocks), lvl 3 at -57 (8 blocks) and level 4 at -49 (16 blocks).
I filled in an area 16x16 in the northwest corner of the map and made a map for each level. I stood at -49,-49 and changed maps. Pointer changes to off map on the level 4 map. Screenshots are an example at level 4.
I thought this may be intentional to show you're at the edge of the map but it can be confusing and make you think you're actually off the map rather than just on the inside edge of it.