You never know exactly what you’ll get from My Morning Jacket in concert. But under the right conditions, such as Saturday’s finale to a two-night stand at the cozy Orpheum Theatre, the Kentucky-born band wallops as a cross-genre monster.

MMJ can wear what it wants — and wear it well, shifting from folk-rock to prog-rock to jam-rock to funk-soul, and manage to appeal to both headbangers and rave kids in the process. And the smoothly schizophrenic band has been changing it up from night to night. Friday’s set drew heavily from MMJ’s recent The Waterfall (much like at Boston Calling and the Newport Folk Festival) as well as the band’s alt-country-shaded first two albums and 2005’s spacier Z. Yet Saturday’s completely different two-hour show dug deeper into another side of the weird and wooly, as the rockers split a dozen songs from 2008’s funkier Evil Urges and 2003’s classic It Still Moves.

Jim James remains a curious frontman, playing the mysterious shaman in his ever-present shades, a getup that can seem as pretentious if the quintet’s not clicking but another entertaining facet when MMJ’s in the zone as it was on Saturday. The black-cloaked James reminded a bit of Bono even before he wandered the stage edge to touch fingertips with fans or broke his silence to dedicate all of the night’s music to “peace, love and unity” — a seeming response to the Paris attack on a similar hall. And the band’s colorful wash of backlighting illuminated the Orpheum’s inner decor and included fans in the experience rather than simply blind and isolate them.

James also donned electric guitars to lurch into Crazy Horse-like riffs with six-string foil Carl Broemel and bassist Tom Blakenship on the otherwise loopy “Off the Record” and a later snippet of “Run Thru,” where the howling guitars hung in dynamic catharsis. It’s rare to catch a band that can seamlessly evoke a band as heavy as Soundgarden (witness MMJ’s recently resurrected “Remnants”) only to get slinky like Prince, riding a pseudo-disco groove in “Touch Me, I’m Going to Scream, Pt. 2.” Bo Koster harmonized with electronic keyboard textures throughout and drummer Patrick Hallahan pounded it all home. James even drew from his recent solo work to build “State of the Art (A.E.I.O.U.)” into a Beck-like jam that he capped with a screaming cluster of guitar notes.

At the other end of the spectrum, James donned an acoustic guitar to lead the group in the Laurel Canyon-styled haze of the new “Like a River” and follow-up nugget “Golden,” where Broemel imitated vocal harmonies on pedal steel over Hallahan’s brush-spun shuffle. Yet the encores wound to a climactic punchline: James’ voice raised in affirmation over the stomping, anthemic release of “One Big Holiday.” For Bostonian fans who had to settle for recent festival visits, My Morning Jacket gave them that size holiday for a weekend.