Assalamualaikum warahmatullahi wabarakatuh.
Bismillahir rahmaanir rahim.

Nabi SAW has said : Whoever has intercourse with a woman during her period or sodomizes a woman or goes to a fortune teller and believes him, has committed disbelief (ie. if he regards any of these actions as permissable). (Abu Daud)

Having intercourse with one's wife during her menses is regarded as a major sin. However, due to it being a mistake (in thinking the menses has stopped), the sin will be overlooked but sincere repentance has to be made and caution should be exercised in future.

And Allah knows best.

Wassalam.