The 4th served until the end when a remnant was captured at Fort Blakeley and sent to Ship Island. However, your man was not with them then, having been captured Dec. 20 or 21, 1864, at Franklin, Tennessee, and sent to Camp Chase, Ohio, where he remained until paroled after the end of the war.
Here is a history of the 4th:

http://www.mississippiscv.org/MS_Units/4th_MS_INF.htm

If you order his records you can compare them to this history to get some idea of where he was when. You can get them from this service which supports these boards:

http://history-sites.com/research/