Massachusetts is not part of the Drivers License Compact (DLC) but Connecticut is. However they both are members of the Drivers License Agreement (DLA).
The goals of the DLA are to require each state to honor licenses issued by other member states; to require each state to report traffic convictions to the licensing state; to prohibit a member state from confiscating an out-of-state driver's license or jailing an out-of-state driver for a minor violation; and to require each state to maintain a complete driver's history, including withdrawals and traffic convictions including non-DLA states.
According to the Massachusetts driver's manual, located at the MA Registry of Motor Vehicles (RMV), MA has arranged to share driving record and criminal violation information with other states. The MA RMV does not list which states they hold agreements with but since both MA and CT are members of the DLA it would appear that these two states would exchange information regarding moving violation convictions.
The MA driver handbook also states that certain traffic offenses committed by a MA driver in other states will be placed on their driving record and treated as if the violation has occurred in MA.
The RMV notes as well that out of state violation convictions may count toward surcharge-able events and thus possible license suspensions and Safe Driver Insurance Plan (SDIP) surcharges. Surcharge-able events are considered motor vehicle violations and at-fault accidents.
The Code of Massachusetts portion that discusses this Safe Driver Insurance Plan (211 CMR 134) states specially that The Plan shall take into consideration certain major and minor out of state traffic violations.
From this information it would appear that your out of state CT speeding ticket will be put on your MA driving record and will likely affect your auto insurance. To find out how much your premiums could change due to this citation, check with your insurance provider or the MA Division of Insurance.
To see if there is a way in which to take care of your CT traffic ticket but keep it from your MA driving record contact the court listed on the citation. There may be traffic school or some other means that will allow you to get the ticket taken care of without it being considered a conviction and sent to the MA RMV.