The original Sega Master System (Model 1 & 2) does not have native composite (AV) output. It uses an RF (Radio Frequency) modulator — the same coaxial cable that plugged into the antenna jack on 1980s/90s TVs.
If you have a Model 2, buy a RetroGEM RGB board or HD Retrovision component cable (uses J4 header). If Model 1 or no modding: RetroTINK 2X + RF modulator or Eon Super 64 SMS edition (if exists). Avoid passive RF→Composite adapters — they don't help.