Android : Link in alert dialog fragment

I'm using this code to show a simple dialog with a link:

  String msg = "http://www.google.com"
  final SpannableString s = new SpannableString(msg);
  Linkify.addLinks(s, Linkify.ALL);
  Fragment dialogFrag = MyDialogFragment.newInstance(title, msg);
  getFragmentManager().beginTransaction().add(dialogFrag, key).commit();

The MyDialogFragment class:

public class MyDialogFragment extends DialogFragment {

public static MyDialogFragment newInstance(String title, String message) {
    MyDialogFragment frag = new MyDialogFragment();
    Bundle args = new Bundle();
    args.putString("title", title);
    args.putString("msg", message);
    frag.setArguments(args);
    return frag;
}

@Override
public Dialog onCreateDialog(Bundle savedInstanceState) {
    String title = getArguments().getString("title");
    String msg = getArguments().getString("msg");

    return new AlertDialog.Builder(getActivity())
            .setTitle(title)
            .setMessage(msg)
            .setPositiveButton(android.R.string.ok, null)
            .create();
}
}

The dialog doesn't show the hyperlink. I'm using android 5.0.1 without support libraries.