When (fingers crossed) he comes back, you need to be more responsible. I don't say this to be cruel, but I have a cat too, and you have to protect them. He has no collar and he's not microchipped, and you let him out on his own when he doesn't really know the area that well. If (god forbid) he'd been in an accident and been killed, the person who finds him won't have a clue who he belongs to. There will be no way he could get back to you.
I really hope he comes home - to be fair, cats do this from time to time. Sometimes they just disappear for a few days and then stroll in like nothing's happened. Do you live anywhere near where he used to live? He might have gone back there if he could smell anything that was familiar. So perhaps check with the place you adopted him from?
Please let us know if he comes home! I would hate this to happen to my cat.