Its just you and your opponent at the board and you're trying to prove something
I am the best player in the world, and I am here to prove it.
I have nothing to do with politics. I came here [Yugoslavia] to play chess and nothing else.
Don't even mention losing to me. I can't stand to think of it
Alekhine developed as a player much more slowly than most. In his twenties, he was an atrocious chessplayer, and didn't mature until he was well into his thirties.
If you don't win, it's not a great tragedy - the worst that happens is that you lose a game.