They are the same. The Puritans got permission from King Charles 1 to build a colony which they named "Massachusetts Bay". This remained the full name throughout the colonial period, but the word "Bay" dropped in common parlance. As a result, when Massachusetts Bay Colony became the State of Massachusetts, "Bay" was dropped altogether.
Massachusetts Bay Or Mass Bay
Mayflower Compact
Massachusetts Bay
Boston, the capital city of the Commonwealth of Massachusetts, is located on Massachusetts Bay.
Massachusetts Bay
Massachusetts bay is North of Cape Cod and Cape Cod Bay. Massachusetts bay is the body of water directly to the east of Boston
Massachusetts Bay Colony was founded for religious freedom.
exile
Banishment.
Massachusetts Bay Company
Province of Massachusetts Bay was created in 1691.