You wouldn't though, missed approach isn't a go around. If you decide for some reason that your instrument approach isn't working then you would fly the missed approach according to whatever the missed approach procedure at that airfield was. You wouldn't be 'turning early' as you would be flying the procedure.
IE if the missed approach was to fly runway heading to 2500 until 3nm on the DME and then turn to blah etc it doesn't matter whether you decide at three miles out you've ballsed it up you would still fly to 2500 at 3nm.