It's very common for people to have a many items left on their "to-do" list at the end of the month - actions that just didn't get completed as they had planned. Transferring those things to the next month can feel like an admission of failure. The truth of the matter is that these leftover actions are usually part of a project that is expected to go for several months. My catch phrase has always been "change your perspective and change your world". Here is my solution to the end of month feeling of failure.
First of all, any project that will span several months should not be on a "to-do" list, but on a "project" list. The only items which should be on the "to-do" list are the actions which can be completed in a day or week, depending on how you plan your life. This way at the end of the month, your "to-do" list is completely checked off. Success! Nothing to transfer over at the end of the month. At the beginning of the next month (as you will do every day or week), you just go to your "project" list and fill in your "to-do" list with the action items you plan to complete for the day or week.
The feeling of emptying a "to-do" list at the end of the day, week or month is one of accomplishment, control and satisfaction. Not a bad way to end the month