Yes, for income from items such as stock sales, report them as non-Massachusetts items if you sold them before moving to Massachusetts. Otherwise, you don't need to show them as non-Massachusetts items.
If you worked in Massachusetts while living in another state, the wages would be Massachusetts-sourced.
If you need to prepare two state returns, prepare the previous resident state first, then the state where you were a resident at the end of 2022. You may be able to get a credit on your resident return for taxes paid to the previous state if they would otherwise be double-taxed.
See also this TurboTax article and this one on multiple-state situations.
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