  We evaluate the amount of fine-tuning in constrained versions of the minimal
supersymmetric standard model (MSSM), with different boundary conditions at the
GUT scale. Specifically we study the fully constrained version as well as the
cases of non-universal Higgs and gaugino masses. We allow for the presence of
additional non-holomorphic soft-terms which we show further relax the
fine-tuning. Of particular importance is the possibility of a Higgsino mass
term and we discuss possible origins for such a term in UV complete models. We
point out that loop corrections typically lead to a reduction in the
fine-tuning by a factor of about two compared to the estimate at tree-level,
which has been overlooked in many recent works. Taking these loop corrections
into account, we discuss the impact of current limits from SUSY searches and
dark matter on the fine-tuning. Contrary to common lore, we find that the MSSM
fine-tuning can be as small as 10 while remaining consistent with all
experimental constraints. If, in addition, the dark matter abundance is fully
explained by the neutralino LSP, the fine-tuning can still be as low as $\sim$
20 in the presence of additional non-holomorphic soft-terms. We also discuss
future prospects of these models and find that the MSSM will remain natural
even in the case of a non-discovery in the foreseeable future.
