Just ask Roberto Mancini and he too will testify to how difficult it can be to balance a side where the pressure is just as great as the vast sums for disposal.
Jose Mourinho, like Mancini, has built his previous teams on water-tight defensive foundations and the calculated placement of attackers.
However, until yesterday, it could be argued that Madrid have struggled to find an offense as lucid and awe-inspiring as rivals Barcelona. In truth, no one of Europe's premier sides can even hope of achieving gear shifts as smooth as the men from Catalunya.
Real Madrid's sweeping aside of a tidy and talented Ajax revealed a side that was less every man for himself. Indeed, for the opening goal, all four corners of the attacking diamond played a significant part.
While ironically Mourinho's defence remains somewhat shaky, his choice of Ronaldo and Kaka flanking Mesut Ozil behind Karim Benzema proved to be one that had the Bernabeu purring once more.
A reality check is perhaps in order.
Real at home to Ajax—whatever sides are put out—is a home banker in 2011, although the manner of the dispatch and cohesion with which Real played would have been most pleasing to their fans.
There was interchange, one-touch passing and most of all an understanding of what each other might do, something that is often bereft of Galactico sides past.
Ozil looks at home in the centre, able to place the ball in Ronaldo's path, while on his other side the reemergence of Kaka—surely now ahead of the erratic Angel Di Maria—is beginning to bear fruit.
His 2007 days seem now a distant memory, yet class never diminishes and we all know that cream rises, especially one as light and dynamic as the Brazilian attacking midfielder.
Karim Benzema even looked remotely happy yesterday as he helped himself to Real's third of the night.
Smiles all around it seems, yet a true measure of how far Madrid have come will not be available until the first El Clasico.