Try not to masterbate for a day and then have sex an see what happens.
Has this happened to you before with a different partner?
It sounds to me as though this is problem is psychological, rather than physical.
I would stop masturbating as much, maybe your not enjoying the sex as you'd like to because your not as sensitive due to vigorous and repeated masturbation.
Try not to masturbate for a few days days, and then have sex - see if it makes a difference.