The present work deals with magnetic and structural phase instabilities in Ni-Mn-based Heusler alloys especially Ni-Mn-Al. The temper-annealed Ni₅₀Mn₄₅Al₅ Heusler alloy decomposes into the full stoichiometric Ni₂MnAl and NiMn phases. The decomposed stoichiometric Heusler forms precipitates in an anti-ferromagnetic NiMn matrix and exhibits shell-ferromagnetic properties when the temper-annealing is performed under magnetic field. The shell-ferromagnetism results from the magnetic proximity effect and is observed as vertically shifted magnetization loops. The presence of this property in Ni₅₀Mn₄₅Al₅ adds the possibility of having a ductile material while preserving the shell-ferromagnetic properties.