"Could not have wished for anything better. Great start there (UAE). It is great to have the start we have, but it is almost like starting from scratch again (now) that we are back in India," Bailey said at the pre-match press conference.
Bailey said it would be difficult to maintain the momentum of winning all the five games in the second leg of the Twenty20 League which has shifted to India.
"Realistically it is going to be tough because no one has ever gone through undefeated, and as I said in T20, it would be nothing short of a miracle. One of Sanjay's (coach Sanjay Bangar) big thing is to not worry too much about the result and just worry about the way we play," he said.
"We have got a brand of cricket that we like to play and we have got some things we like to tick off game by game. And if we are doing that or close to doing that then we will be happy as a group.
"Sometimes, someone from the opposition will play a magnificent game and there is not much you can do about it and that is the nature of T20. You just have got to enjoy that," said the Australian.
The table toppers would be taking on the struggling Mumbai who are languishing at the bottom, but Bailey said they were aware that their opponents cannot be taken lightly.
"In T20, anyone can beat anyone. The day after the final is played, you have the winning team play the team that finished at the bottom and the bottom team has every chance to beat them. That is the nature of the game.
"As I said the fact that we are back in India will mean a lot of different things. They (Mumbai) will be as desperate for a win as we will. So every team starts from zero," the 31-year-old said.
Asked about the league's leading run scorer (300) Glenn Maxwell, who was bought by Mumbai Indians for one million dollars last season but appeared in very few matches, Bailey said his compatriot was reaping the rewards for his hard work.
"You don't pick your own price and you don't pick yourself in the team. I don't think it was his fault, how little or how much he played last year. But what I see with him, when you see him play, you see the flamboyance and you see the extravagance but if you watch him train, you see a guy who works very hard on his game. There is a lot of thought and a lot of effort that goes into the shots that he plays," Bailey said.
"He has to work harder than the rest of us because he has more shots to practice. I have got only two shots and he has got 15. I think what the public sees of Maxi, there is also the other side of him that works very very hard. I think he is starting to see the rewards of that. I think he is starting to turn into the type of cricketer, that all-round cricketer, that we hope will delight us for many many years to come." Bailey added that he was impressed with young Punjab pacer Sandeep Sharma, who has picked up seven wickets in three matches.
"He (Sandeep) has been awesome. His bowling has obviously been fantastic. But he is a great kid. Love his enthusiasm, love the way he trains. He is great around the team.
"I heard some things about how he impressed last year and how he progressed as the tournament went along and grew in stature and confidence. Like anyone, he still has got things to work on but to see that hunger, how much he wants to improve, how much he wants to get better is fantastic," he said.