Andy Murray lost 7-6 (5), 6-3, 6-7 (2), 7-6 (0) to No. 14 seed Kevin Anderson in the fourth round of the U.S. Open on Labor Day Monday for his earliest Slam exit in exactly five years (he was ousted in the third round of the Open in 2010). It’s another Grand Slam disappointment for Murray, a player who won two of the three Slams he played from late-2012 to mid-2013. The loss also brings to question the fictional concept of “The Big Four,” a group that supposedly included Murray along with Roger Federer, Rafael Nadal and Novak Djokovic but, in actuality, is nothing but a myth. It doesn’t exist. It’s been The Big Three for years and will never become a Big Four unless Murray goes on a run of Slams over 2016 and 2017.

Why? Here are, appropriately, four reasons. None of these are an indictment of Andy Murray as a tennis player. He is one of the best of his generation, a historic British talent and a surefire Hall of Famer. This is only an indictment of Murray’s inclusion in a group that includes the three players of his era to whom his Grand Slam résumé can barely be compared, let alone hold u tto.

1. Murray has the same amount of Grand Slams as Stan Wawrinka.

We could stop here and be finished. You can’t compare Murray across eras (e.g., Murray has the same amount of Slams as Sergi Brugera) because other eras didn’t have the Big Three. You can, however, compare Murray to his contemporaries and with Stan Wawrinka, a fine player who spent most of his career ranked between No. 15 and No. 25 before breaking out with his two Slam wins — that’s the most damning piece of evidence you can give against Murray. Yes, he has (a lot) more Masters 1000s and tournament titles than the Scotsman, but legends aren’t made in Cincinnati, they’re made at the Slams.

Prior to Wawrinka’s first title (and even since), television announcers were fond of giving the stat that 34 of the past 35 majors had been won by the Big Four. But lumping Murray in with them did the Big Three a huge disservice. They had actually won 29 of 30 Slams (pre-Murray), 34 of 38 (pre-Wawrinka) and 36 of 42 (currently). Adding Murray to the mix filled things out better, but three guys winning 32 Slams are a lot more impressive than four guys winning 34 Slams. Plus, you can do the same thing with Stan now.

2. He’s never been No. 1.

If you want to be big, you have to have been on top of the sport at least once. Murray has never reached the pinnacle of the men’s rankings and, stunningly (at least to me), he’s only been No. 2 for 19 weeks! Again, a simple concept: Roger Federer, Novak Djokovic and Rafael Nadal have been No. 1 for 302, 163 and 141, weeks, respectively. When the worst of the Big Three has been No. 1 for seven times as long as you’ve been No. 2, you don’t get to join the club.

3. Since winning Wimbledon, Murray has played nine majors and failed to advance to the semifinals five times.

The Olympics/U.S. Open/Wimbledon triple from 2012-13 was supposed to be Murray’s jumping-off point. It’s what was going to finally place him in that Big Four for real. But something funny happened on the way to the coronation. Here are Murray’s last nine results at Slams, starting with the 2013 U.S. Open:

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No wins, one final, four semifinals (in total) and four quarterfinals to go along with his round of 16 exit on Labor Day. Again, these are tremendous results that, depending on the way you evaluate it, are better than anybody else on tour with the exception of Djokovic. But one final in nine Slams? Roger Federer has more finals appearances than that over the same time period and he’s six years older! Say it with me: “Not. Big. Four.”

4. He doesn’t have a winning record against any of The Big Three.

It’s a simple stat:

vs. Djokovic: 9-19

vs. Federer: 11-14

vs. Nadal: 6-15

Overall, that’s a 26-48 mark against his so-called peers. It only confirms what all the other evidence suggests: Andy Murray, world-class tennis player, but a clear and distant fourth in tennis’s greatest generation.