The result was so disappointing but the performance wasn't good enough either and that is what the manager will need to address this week ahead of the Scottish Cup game with Dundee United.
If you look at it, there weren't many Rangers players that got pass marks at Easter Road.
Too many players didn't play at anywhere near their best level and that will be a huge disappointment for Ally.
If you have that many players not playing well, what chance have you got of winning? If you look at Raith, you have eight or nine playing out of their skin and they have won the game.
Rangers had the better of the game and the majority of the chances, they should have won but they didn't.
You can't take anything away from Raith, you have got to give them credit and say well done. But, as far as Rangers are concerned, they have to take a long look at themselves.
It was a gamble playing the guys that hadn't trained this week but they played and played through it. I didn't have a problem with the team that started the game.
I like Nicky Law playing off the striker and I thought he did well in the first half.
Big Jon Daly doesn't have the legs to run so Nicky made some good runs and did well. That is his best position, playing just off the striker.
I wouldn't have changed the team, especially when you look at the bench. I had no complaints before the game.
It is fine in hindsight saying otherwise but I thought the line-up, with Law playing off Daly and Fraser Aird wide, was decent. Rangers had people there to win the game for them but it didn't happen.
You can't envisage Bilel Mohsni missing two headers that, nine times out of 10, he would score and Law was unlucky with one that hit the post.
But the bottom line is that Rangers have lost and it is another cup trophy that Ally hasn't won.
There will be a lot of stick flying in his direction but he has just got to get on with it. The players have to hold their hands up.
I have said before that you can't just turn it on because you are playing in a cup final.
They have not been playing well for months but they have been getting results and yesterday their luck ran out. Normally they would have won that game 1-0 but they didn't take their chance and got caught at the end with bad defending.
You fear what will happen in the Dundee United Scottish Cup semi-final fixture this week now.
Every one of the players has to up their game and be far, far better than they were yesterday. It wasn't good enough and it won't do.
They will need to be at their very best, and United will have to be well below par, for Rangers to have any chance of winning.