I don't understand this step in a proof in Adult Rudin, Theorem 1.14.
Let $X$ be a topological space and let $f_n: X \to [-\infty,\infty], n = 1,2,3,\ldots$ be a sequence of measurable functions.
Rudin proves that $g = \underset{n \ge 1}{\sup} \ f_n$ is measurable.
The proof uses:
$$g^{-1}((\alpha,\infty]) = \bigcup_{n=1}^{\infty} {f_n}^{-1} ((\alpha,\infty])$$ for all $\alpha \in \mathbb R$, why does this equality hold?

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