The influential midfielder feels individual errors have hurt los Blancos, while he is adamant the team are still fully behind Carlo Ancelotti
Carlo Ancelotti's men were beaten by Barcelona at the Santiago Bernabeu before losing to Sevilla as well and now trail leaders Atletico Madrid by three points.
Nevertheless, Alsono remains optimistic that Madrid will bounce back in the remainder of the season.
"The teams that beat us were on top of their games, we did not play well and made mistakes that we have paid dearly for," Alonso told the official Madrid website.
"In La Liga we have lost the lead we had, but you have to keep fighting because there could be surprises.
"Personal performances in those matches affected the team. It was not good news for us, but that's football, we were behind before and we came back."
The influential midfielder then went on to stress that the squad is still fully behind head coach Carlo Ancelotti.
"I'm convinced that the coach's plans are correct.
"They may or may not be successful but we completely trust in the way we prepare for matches, from training midweek there is no doubt that we are behind the gaffer's decisions."