When Romney ran in 2002, the Feds were cleared out by the Bush admin from creating new jobs and lots of grants to the many colleges and universities in Mass, (about 1000 grants to colleges and universities in Mass in any year, reduced by Bush to only the defense-related ones).
Then there was the closure of military operations at 3 key locations in the state, another few tens of millions lost.
Despite there being a Republican Gov. Mass had voted for Gore solidly, in 2000, and many other states in the South and Midwest were hungry for jobs and federal grants for homeland security and the buildup for the war in Iraq.
Romney promised jobs to the mini-recession in Mass, where a few tens of thousands of jobs had been lost in 2002...
Romney failed to deliver, in fact, he did worse than 46 other states out of 50 in delivering jobs. But that didn't stop him from spending lots of time away from Governor's job, in NH, Utah, Calif, DC. NY.