Gosh! What a lot of replies!

Not any of those.

Water vole - tail too long, and it was light silver grey
weasel - too fat and stationary
polecat/ferret - body too short, tail much thinner
stoat - body too short
otter - tail too thin
squirrel - it was not a mangey tail, it was a perfectly well-formed thin tail, like a rat or mouse.

The closest I can think of is a degu. While it's not totally impossible (it's also a residential area, and there's a nearby petshop), rat is still looking the best bet.