1. To prepare beef, combine first 6 ingredients in a large zip-top plastic bag. Add beef to bag; seal. Marinate in refrigerator 4 hours, turning occasionally.
2. Preheat oven to 450°.
3. Remove beef from bag; discard marinade. Sprinkle beef with 1/2 teaspoon salt and 1/4 teaspoon pepper. Place beef on a broiler pan coated with cooking spray. Bake at 450° for 35 minutes or until a thermometer registers 135° or until desired degree of doneness. Place tenderloin on a platter; let stand 10 minutes before slicing.
4. To prepare ragout, heat oil in a large nonstick skillet over medium heat. Add onion to pan; cook 15 minutes or until lightly browned, stirring occasionally. Add garlic; cook 1 minute, stirring occasionally. Increase heat to medium-high. Add mushrooms, 1 tablespoon soy sauce, and thyme; sauté 8 minutes. Stir in Madeira; cook 2 minutes or until liquid almost evaporates. Add broth; cook 2 minutes or until liquid almost evaporates. Remove from heat; stir in 1 tablespoon vinegar, 1/8 teaspoon salt, and 1/8 teaspoon pepper.