It may have sarcoptic mange and may eventually lose all it's fur and freeze to death over the winter. Don't touch it. If there is an animal control in your town, you might tell them about it, it's highly contagious to mammals.

This one was totally weird. I thought it was a rat, at first, but the fur was not ratty. It was a healthy looking grey....except for the tail that was total rat-like.

I've seen it in large mammals but rodents can get it too. It's highly contagious so if you suspect that's what it is, you might even call Fish & Game or whatever they call it there. They should know if there's an outbreak in the area because it can devastate a lot of animals.

Have a good day in town.