PHILADELPHIA (CBS) — It seems like New England Patriots quarterback Tom Brady is having a tough time getting over the Super Bowl loss to the Philadelphia Eagles.

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The reigning NFL MVP appeared on “The Late Show with Stephen Colbert” on Monday. Brady said he was “pretty disappointed” following the loss.

“It was a tough loss. I’ve been part of those winning teams, and I think when you lose, you just got to understand that it comes with it,” said Brady. “It’s a competitive sport, no one knows the outcome and it ended up being a great game.”

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When Colbert asked Brady how he dealt with the loss, the quarterback wryly said he mostly cried.

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“Actually, when you wake up the next morning, it’s like, was that a nightmare? No, please, we can play this game again,” said Brady.

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Eagles quarterback Nick Foles was named Super Bowl MVP after the 41-33 win over the Patriots.