The minimal supersymmetric extension of the Standard Model (SM) is a well motivated scenario for physics beyond the SM, which allows a perturbative description of the theory up to scales of the order of the Grand Unification scale, where gauge couplings unify. The Higgs mass parameter is insensitive to the ultraviolet physics and is only sensitive to the scale of soft supersymmetry breaking parameters. Present collider bounds suggest that the characteristic values of these parameters may be significantly larger than the weak scale. Large values of the soft breaking parameters, however, induce large radiative corrections to the Higgs mass parameter and therefore the proper electroweak scale may only be obtained by a fine tuned cancellation b...