Marching on stage to the sound of The Village People's 'In the Navy', Shappi Khorsandi salutes the crowd and immediately discards her sailor's hat. 'I just wanted to look like I do on the poster,' she offers. Not quite true. The nautical theme isn't just a throwaway: Mistress and Misfit takes some niche source material, weaving together historical and personal strands to deliver an hour of intelligent feminist comedy.

Emma, Lady Hamilton – the mistress of Vice Admiral Horatio Lord Nelson – provides inspiration for much of the show. Hamilton's tale takes in an impoverished childhood, work as a maid and life model, and marriage into status and wealth before a tragic turn sees her discarded and left to perish in Calais. Khorsandi contrasts and compares this with her own life experiences, taking in her failed romantic dalliances and journey to become an acclaimed comedian (and author) in what's traditionally been, and still is, a very male-dominated industry. She's proud of her Iranian heritage but sees little benefit to being labelled with endless acronyms.

It's a thought-provoking show with an edge, with Khorsandi really coming to life when regaling us with anecdotes of her own sexual promiscuity and awkward visits to the doctor. It all comes back to Emma, though. Mistress and Misfit is a history class you shouldn't skip.

Assembly George Square Studios, until 27 Aug, 6.40pm, £13–£14 (£12–£13).