Alonso is one of eight new signings made by Madrid this summer as the Spanish giants underwent a radical, and expensive, overhaul aimed at returning the club back to the top of the pile in both Spain and Europe.

There has even been suggestions that big-spending Madrid could possibly match Barcelona's feat of winning the Champions League, Primera Division and Copa del Rey treble next season - something never previously achieved by a Spanish side.

However, Alonso believes it is too early to be speculating on such things, saying: "There's no need for us to be obsessed about it (the treble). We need to take it bit by bit.

"Titles are won at the end of the season and to win them we must have a good base to build from at the start. We must progress step by step in each of the competitions."

While Madrid have invested over 250million euros in bringing in a host of new faces that includes Cristiano Ronaldo, Kaka and Karim Benzema, Barca have so far only made modest additions to their squad with the acquisitions of Zlatan Ibrahimovic and Maxwell.

Madrid's signings should certainly see them be much of more of a threat to Pep Guardiola's side next season, but Alonso was reluctant to say which was the better team.

"We will see during the season. We are two different teams and we must try to improve every day," the former Liverpool man said.

"There are still two weeks left until the start of the league. Barcelona have not changed their squad and for us we need to know each other better and have the same collective ideas."

Alonso was speaking ahead of Madrid's friendly match against Real Sociedad in San Sebastian tomorrow, where the Spain international will come up against his former club.

Alonso spent five years at the Anoeta before moving to Liverpool in 2004, and the 27-year-old admits he is very much looking forward to the game, which is part of Sociedad's centenary celebrations.

"It will be an important match in the history of Real Sociedad and it will also be a good opportunity to see Real Madrid. There will be a great celebration on Saturday and it will be very special for me," he said.

Alonso is one 19 players selected by new Madrid coach Manuel Pellegrini for the trip north, with Rafael van der Vaart, Ruud van Nistelrooy, Mahamadou Diarra, Fernando Gago, Sergio Ramos, Marcelo and Christoph Metzelder all missing for various reasons.

Striker Alvaro Negredo has also been left out of the travelling party as speculation continues to surround the striker's future.

The 23-year-old, who returned to his home-town club this summer after two successful seasons at Almeria, has been closely linked with the likes of Hull, Roma, Zenit St Petersburg and Stuttgart.

When asked if he had offered Negredo any tips on a possible move to Premier League side Hull, Alonso said: "We've only been talking about his situation. I don't like to give much advice."