There's a lot of reasons why you might not have gotten as aroused as when you masturbate- the best thing to do is for you to think about it and come up with the answer that sounds right to you, but here are a few possibilities:
-Perhaps you were nervous because you and your partner were trying something new. If this is the case I'd recommend talking to your partner about the sexual activities that you're involving yourselves in.
-Even if you weren't that nervous, it's still trying something new. When you're learning to bake cakes, you often have a few that sink in your first attempts. Certainly you don't expect to be a master chef. It doesn't mean that you're doing anything wrong, especially if you had fun doing it.
-Perhaps you just weren't in the mood- when many people masturbate it's because they are feeling aroused in the first place. Everyone has times when they just don't get aroused however, whether alone or with a partner.
Remember that it's not imperative to have an orgasm every time you engage in sexual activities. If you and your partner are communicating openly, if you're both comfortable with what you're doing, and you're doing it safely, then there's really no problem.
Also remember that I've only given you a few possibilities here- there could have been a bit of each involved, but it could have been none of them- only you can know for sure, since no one here can get inside your mind to know what's going on.