Elizabeth Olsen helped save the world in six Marvel movies. Now, she just wants to upset people. I learn this when the 35-year-old American actor reveals that she’s working on a new movie with Todd Solondz, a provocateur whose sensibilities would likely outrage the diehard fans of Olsen’s superhero character Wanda Maximoff.

“There’s so much of me that loves making people uncomfortable with art,” says Olsen. “I like to squirm. Sometimes I’m offended by what I’m watching, but I’m happy that someone’s pushed a boundary. That’s important. We should continue to challenge what we know of the form. We live in a world where we have so many opinions about everyone, and it’s so black and white. The grey and nuanced is far more interesting. We should be focusing on creating that space in art because we lack it in society and culture.”

So will we only see Olsen alienating people from now on? “Well, His Three Daughters doesn’t alienate a lot of people,” she says. “The only thing that would alienate people is how much dialogue we’re forcing them to listen to. Not a lot of projects start with two monologues back-to-back!”

Written and directed by Azazel Jacobs, His Three Daughters is a poignant, loquacious drama about three squabbling sisters who reunite in a cramped New York apartment to bicker over their dying father’s arrangements. Starring Olsen, Carrie Coon, and Natasha Lyonne, the darkly comedic meditation on grief is also a moving showcase for a trio of terrific, varied performances, all lensed on 35mm by Sam Levy, the cinematographer on Frances Ha and Lady Bird.

His Three Daughters, then, is a return to Olsen’s indie roots, marking her first non-Marvel film in six years. “I often like feeling like I’m leaping into another person’s body,” Olsen tells me in The Soho Hotel in early September. “This was not that. It was me trying to figure out what Aza had imagined, because he knows me so well.” After the pair collaborated on the 2018 TV series Sorry for Your Loss, Jacobs wrote the role of Christina especially for Olsen. “I don’t think of myself as gentle and soft, but I do make myself small as much as I can, in the way Christina does.”

Often conducting breathing exercises in the living room, Christina is a yoga-loving Deadhead whose seemingly tranquil exterior is countered by Coon’s Katie, a control freak who loses her temper over the surplus apples left in the fridge. While Christina and Katie have husbands and children, Rachel, played by Lyonne, is a hoodie-wearing stoner who resides for free in their father’s flat. Moreover, Rachel is a half-sibling with a different mother, a detail made more apparent whenever Katie refers to “my father” instead of “our father”.

“When I read it, I was like, ‘Gosh, I understand how to play Katie a bit better than how to play Christina,’” Olsen admits. “Maybe it’s my natural inclination to play unlikeable characters.” She laughs. “But Aza said to me, ‘I think of you as this nurturer and caretaker in your life, and that’s how I imagine Christina.’” To finalise the character, Olsen required rehearsal time with her co-stars, even if the dialogue remained the same. “Rachel is blowing everyone off as a survival mechanism. Katie is trying to control everything in this aggressive manner. Christina is a pinball, being the mediator between the two of them. She’s kind of crumbling.”

Speaking at length about Christina’s arc, Olsen describes the gratitude of a chronological shoot and experiencing new emotions along the way. “I was so surprised,” she says. “I didn’t know that’s where it would end.” I comment that Olsen talks about her character as if she were a real person. “I always feel that way.” She pauses, looking puzzled. “I don’t know why I do that. It’s probably from schooling. I like the idea of this person existing outside of myself that I can analyse as a therapist, that I can advocate for as a lawyer.” Was she this methodical for her 2011 breakout, Martha Marcy May Marlene? “I genuinely look back and don’t know how I did anything.”

Born three years after her sisters Mary-Kate and Ashley Olsen, Elizabeth had minor acting roles as a child and then was “constantly at conservatories”. In the same month she auditioned for Shakespeare in the Park, she tried out for Martha Marcy May Marlene. “I understood theatre,” says Olsen. “I didn’t understand independent filmmaking. I didn’t know that I was able to curate jobs that were aligned with taste. I was just so excited to work. And because it didn’t always align with taste, I lost a sense of discipline and devotion to the job along the way, which I got to reinvest in because of Sorry for Your Loss. Even though no one really saw it, it was amazing producing and being a part of that. All of a sudden, I put in all the hours I had put in when I was in college. It was like I re-learned and re-embraced the craft.”

Olsen, of course, dedicated a hefty portion of her career to Marvel, as well as receiving an Emmy nomination for the miniseries WandaVision. In interviews for Doctor Strange in the Multiverse of Madness, she told journalists she hadn’t seen the film. She must have caught up by now? “I still haven’t watched it. I’ve seen scenes from it. It made me uncomfortable watching it.” She explains that with Marvel movies, she watches it at the premiere, or not at all. “If I’m going to watch something, I need to be alone, and I don’t really love watching things at my house. I like being in a theatre.”

While Olsen is happy to audition, she rarely gets asked to do so anymore. Recently, a director informed her she wasn’t right for a role; in response, Olsen recorded a self-tape, only to be rejected again. (It was too painful to watch the project.) Still, she claims His Three Daughters is the only time someone’s written a role for her. When I look sceptical, she insists it’s the truth. “People say, ‘I can’t imagine anyone else playing this part.’ But then they have to. Or they imagined someone else playing it before they offered it to me.”

If it weren’t for Marvel, Olsen’s career may have been different. In 2015, she was cast in Yorgos Lanthimos’ The Lobster but had to drop out due to Avengers: Age of Ultron. “That sucked,” she says. “That was one of my favourite scripts I ever read.” Now that Olsen has ostensibly left Marvel behind, she’s chasing more idiosyncratic projects. “I think Todd Solondz alienates many people with his movies,” Olsen says. “He creates films that divide people. That’s what I love about him.”

As her new movie is called His Three Daughters, I end the interview by asking Olsen about growing up with two celebrity sisters, and whether that introduction to fame – being around it, to the side – increased her awareness of how people are perceived, thus making her a better actor decades later. “That’s part of it,” says Olsen. “There are lots of contributory factors to why I love analysing people. It could be being the youngest of four for the first ten years of my life. It could be this constant outside-looking-in perspective. It definitely informed how I navigate my career. Do I want the illusion of being just an actor, or this other thing that becomes much bigger than the job itself that I’m not interested in? It’s helpful for getting a Todd Solondz movie financed, but the whole system has to work.”

She adds, “I constantly want to understand why people think the way they think, and why they have the ideas they do. That, to me, is endlessly fascinating, in history and in today. I don’t know how else to explore it besides this form. Or being a therapist, which I have no interest in being.” If she alienates people too much with her next few films, she could become a therapist instead? “No, not the way I’m going to do it!”

His Three Daughters is in select UK cinemas from September 6 and on Netflix from September 20