DELPHI data collected at centre-of-mass energies up to 208 GeV have been analysed to search for charginos, neutralinos and sfermions in the framework of the Minimal Supersymmetric Standard Model (MSSM) with R-parity conservation. No evidence for a signal was found in any of the channels. The results of each search were used to derive limits on production cross-sections and particle masses. In addition, the combined result of all searches excludes regions in the parameter space of the constrained MSSM, leading to limits on the mass of the Lightest Supersymmetric Particle and other supersymmetric particles.