Thanks to Anthony Hill, a member of the MASSBIRD email list and a bird bander(!), I now know that this Rose-breasted Grosbeak was hatched last year and is a second-year male. Anthony could identify the bird's age because "some of the bird's wing feathers are brownish rather than rich black."
The brownish color indicates that my Grosbeak has had the same feathers all winter long, and so they appear worn and somewhat faded.
A first year bird would have had TWO sets of feathers by springtime. The first set gets them "out of the nest as soon as possible, because the nest is a very dangerous place (snakes, chipmunks, squirrels, other birds like jays and crows all like to eat eggs and nestlings). These feathers are less robust than 'adult' feathers and wear faster."
"The young birds don't have time (before migration) to grow a complete new set of feathers like the adults do - the adults are not in the nest and have finished their breeding duties. So in many species, the young birds go through the winter with two generations of feathers whereas the adults have only one generation."
Other birds that can be identified in their second year are Scarlet Tanager males and Indigo Buntings.
Rose-breasted Grosbeak females, "while not as dramatic as the male, also shows the same phenomenon."
All these species belong to the family Cardinalidae. The Cardinalidae (which includes our beloved Northern Cardinal) are large-billed birds that are mostly seed eaters. They are often very colorful birds, like all the species mentioned in this post.
I don't know why Scarlet Tanagers, Indigo Buntings,and Rose-breasted Grosbeaks can be identified as second year birds by their feathers, but Northern Cardinals can't.
My guess? Northern Cardinals are not migratory. They stay put while their feathers grow strong, and molt only once a year. But I'm just hypothesizing about this!