Early on he made excuses, he lies to others but most importantly he lied to himself he told himself that he was a good person. It's only when he's able to realise that he's not, is he able to find out who he really is and improve his life. Sometime between 2002 and 2012 after his wife left him he was finally able to change, he found a new purpose in life trying to make the world a better place, his change started back in 1995 when he executed Reggie Ladue, Russ commends him because for the first time he did something good finally starting to realise who he really is and this pattern only continued when he was taken out of his comfort zone.

Comparatively, rust is someone who always knew who he was. By pulling himself away from society, Cole has a much more clear sense of his place in the world and what he doesn't want to do. He has an understanding of the purpose of life to combat evil, whereas there are two conflicting stages of Marty pre and post 2002, there are three stages of Rust and in these 17 years of the show we only see one the other two, being his time with his daughter and his time working in narcotics. We don't learn too much about who he was when his daughter Sophia was still alive, i don't want to dive too far into speculation but i think it's safe to infer that he had a positive outlook on life or at the very least more positive than when we meet him, he was able to stay in a committed relationship and was happy with his wife and daughter, upon losing his daughter he also lost himself in his faith that there is anything right in the world. During that time he loses faith in everything good he starts to think that people were just put on the world to suffer. This is when he worked narcotics and is brought into the company of some of the worst people imaginable and sees some truly horrific deeds and this changes him.