Is it the same 20 deg out all around? If so there should be some kind of 'zero' or 'offset' that the user can enter to get rid of it. If it's a variable error around the scale then it might be connections.. they are worth checking anyhow, esp if you have a junction box near the mast.. they will be conventional terminals and screws as opposed to the end fittings from RM on the units themselves.
Best of luck...
".. there is much you could do at sea with common sense.. and very little you could do without it.."
Capt G E Ericson (from "The Cruel Sea" by Nicholas Monsarrat)
1984 Fast/Nicholson 345 "FastForward"