Since you obviously consider Connecticut to be your home it is considered your "Domiciliary" state. The state you are domiciled in.
You are also considered a "Statutory" resident of Massachusetts by the Massachusetts state definition of such.
Therefore you will file two state returns, both as a full-year resident.
Please do the Massachusetts return first. Connecticut will credit you for the tax you pay to Massachusetts so that you are not double taxed on your income.
MA Resident
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