Sex on your period?

Kangwa
Hey,
I've been with my boyfriend almost 3 years and we are always hit and miss about the sex during period situation. 
I thinks it because the first time we did it was cum and blood EVERYWHERE. Now we just leave it to the end of the period when it's light.
Is it completely normal to because tbh I'm always mega horny during this delightful time.
But ladies do you have sex during your period! Is that frowned apon? Let me know your horror stories or inform me on how you feel about.
K xx