The "DC Sniper" trials turned up this interesting item: Malvo's notebook. The jottings of a 17-year-old show us that he was a pretty confused lad, instructed by Black Muslim teachings and grown into a state of rage. He identified with Jihad, drew heroic images of Hussein and Khaddafi, seems to have believed in the Matrix in some form, and wrote disconnected quotes from all of the above.
The full set of drawings is
here, interpersed with PDF court documents. It doesn't read like a trip into madness, more like a kid so full of rage that it had to come out.