MARTHA MARCY MAY MARLENE The most obnoxiously titled film since Jimmy John Jay-Jay Jamison.

"WHAT IS WRONG with you?" That's the refrain directed at Martha (Elizabeth Olsen) with increasing urgency over the course of director Sean Durkin's first feature, Martha Marcy May Marlene. College-aged Martha has just run away from a cult in the Catskills after a two-year absence from her former life. Taking shelter with her concerned sister Lucy (Sarah Paulson) and her husband Ted (Hugh Dancy), she refuses to tell anyone where's she's been, submitting a vague story about a broken relationship with a boyfriend. Meanwhile, she finds it increasingly difficult to readjust to normal life: She skinny dips in front of Ted, she plops down on the bed while he and Lucy are having sex, and she accuses them of materialism even as she freeloads off their generosity.

Olsen—the younger sister of the Olsen twins, though clearly an intense talent in her own right—is remarkably compelling here. As Martha's paranoia gradually increases, we shift back and forth between her two worlds, and are rationed information about life under the thumb of cult leader Patrick (John Hawkes). The women eat after the men have finished, initiation involves being drugged and raped, sleeping and sex are group activities, and guns are as important as garden tools.

Durkin and Olsen have created something arresting, subtle, and moodily beautiful; a scene in which Patrick sings a song he's written for Martha (who he has renamed Marcy May—the "Marlene" in the title refers to the name female cult members use when addressing outsiders) is downright transportive. There's a sense that this beautiful film doesn't quite know what to do with itself, however, and the narrative calls it quits just as another chapter appears poised to unfold. At first, the finish feels too abrupt—but when it sinks in, its ambiguity feels like a perfect reflection of its central character's guiding conundrum.