The adapter is compatible in terms of connectors. However, with the Surface Pro it is only a MiniDisplayport (graphics signal only), with a Mac it is Thunderbolt 2 with transmission of the graphics signal and a fast data bus. So it doesn't work with this adapter.
I use the Digitec item 6564048 instead, which plugs into the USB port and has an Ethernet port and 3 USB ports. (Attention: There may be quality problems. In my case one of two was defective).